+2,330.7%
MULL vs SARO
-21.2%
+2,352.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.4% | -7.0% | -6.8% |
| 7D | +3.6% | -4.0% | +7.6% | +8.6% |
| 30D | +22.0% | -16.1% | +38.2% | +46.9% |
| 3M | -8.6% | -4.5% | -4.1% | -3.1% |
| 6M | +248.5% | -17.0% | +265.6% | +317.2% |
| YTD | +516.3% | -17.5% | +533.8% | +627.7% |
| 1Y | +2,036.6% | -12.3% | +2,048.9% | +2,254.1% |
| All | +2,330.7% | -21.2% | +2,352.0% | +2,634.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling