+475.1%
MULL vs SFM
-35.8%
+510.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -12.1% |
| 7D | -35.9% | -12.3% | -23.7% | -37.9% |
| 30D | -47.3% | -16.2% | -31.1% | -50.0% |
| 3M | -30.6% | -36.8% | +6.2% | -43.7% |
| 6M | +13.7% | -32.6% | +46.3% | +1.0% |
| YTD | +272.1% | -31.7% | +303.8% | +254.8% |
| 1Y | +475.1% | -35.0% | +510.1% | +437.1% |
| All | +475.1% | -35.8% | +510.9% | +437.1% |
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