+29.7%
SPYM vs MULL
+2,366.2%
-2,336.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.3% | +8.7% | 0.0% |
| 7D | -2.0% | +3.6% | -5.6% | -2.3% |
| 30D | -1.6% | +22.0% | -23.7% | -3.2% |
| 3M | +4.7% | -8.6% | +13.4% | +2.1% |
| 6M | +12.6% | +248.5% | -236.0% | -4.6% |
| YTD | +11.8% | +516.3% | -504.5% | -11.6% |
| 1Y | +17.5% | +2,036.6% | -2,019.1% | -20.3% |
| All | +29.7% | +2,366.2% | -2,336.4% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling