+29.3%
SPY vs MULL
+1,230.7%
-1,201.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | 0.0% |
| 7D | +2.6% | +24.5% | -21.9% | +0.9% |
| 30D | -2.0% | -35.5% | +33.5% | -0.2% |
| 3M | -2.8% | -44.8% | +42.0% | -0.6% |
| 6M | +2.1% | -45.5% | +47.6% | -0.1% |
| YTD | +11.5% | +232.5% | -221.0% | -10.2% |
| 1Y | +13.5% | +343.3% | -329.8% | -12.2% |
| All | +29.3% | +1,230.7% | -1,201.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling