+2,444.0%
MULL vs SFM
-48.2%
+2,492.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.8% |
| 7D | +14.0% | -5.8% | +19.8% | +14.2% |
| 30D | +24.8% | -11.4% | +36.2% | +25.2% |
| 3M | -16.1% | -12.2% | -3.9% | -15.9% |
| 6M | +330.9% | -5.2% | +336.1% | +327.6% |
| YTD | +545.0% | -4.5% | +549.5% | +534.0% |
| 1Y | +2,427.1% | -45.4% | +2,472.5% | +3,243.9% |
| All | +2,444.0% | -48.2% | +2,492.2% | +2,759.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling