+2,802.6%
MULL vs SFM
-41.4%
+2,844.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.9% | +12.7% |
| 7D | +17.3% | -0.1% | +17.4% | +17.1% |
| 30D | +23.5% | -4.4% | +27.9% | +22.3% |
| 3M | -24.0% | +1.5% | -25.5% | -22.2% |
| 6M | +276.7% | +6.5% | +270.3% | +294.9% |
| YTD | +565.1% | +2.2% | +562.9% | +608.4% |
| 1Y | +2,802.6% | -41.9% | +2,844.5% | +5,775.4% |
| All | +2,802.6% | -41.4% | +2,844.0% | +5,775.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling