+2,036.6%
MULL vs SFM
-46.9%
+2,083.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.7% |
| 7D | +3.6% | -8.8% | +12.4% | +0.9% |
| 30D | +22.0% | -14.5% | +36.5% | +17.1% |
| 3M | -8.6% | -16.8% | +8.2% | -12.3% |
| 6M | +248.5% | -5.3% | +253.9% | +252.2% |
| YTD | +516.3% | -9.4% | +525.7% | +533.0% |
| 1Y | +2,036.6% | -46.2% | +2,082.8% | +3,278.0% |
| All | +2,036.6% | -46.9% | +2,083.6% | +3,278.0% |
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