+2,302.1%
MULL vs SARO
-19.9%
+2,322.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -3.0% |
| 7D | -8.4% | -3.1% | -5.3% | -5.1% |
| 30D | +9.7% | -12.2% | +21.9% | +26.0% |
| 3M | -26.8% | -7.4% | -19.4% | -20.4% |
| 6M | +220.7% | -15.3% | +236.0% | +274.8% |
| YTD | +509.0% | -16.2% | +525.2% | +606.1% |
| 1Y | +1,739.5% | -12.1% | +1,751.6% | +1,923.1% |
| All | +2,302.1% | -19.9% | +2,322.1% | +2,553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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