+8.4%
SYY vs MULL
+2,481.0%
-2,472.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | -0.2% |
| 7D | -2.8% | +14.0% | -16.8% | -2.9% |
| 30D | -5.3% | +24.8% | -30.1% | -5.5% |
| 3M | +5.1% | -16.1% | +21.2% | +4.6% |
| 6M | -5.0% | +330.9% | -335.9% | -10.3% |
| YTD | +10.7% | +545.0% | -534.3% | +4.3% |
| 1Y | +0.7% | +2,427.1% | -2,426.5% | -7.7% |
| All | +8.4% | +2,481.0% | -2,472.6% | -4.1% |
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