+1,211.6%
MULL vs SFM
-64.6%
+1,276.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.2% |
| 7D | +24.5% | +6.0% | +18.5% | +24.3% |
| 30D | -35.5% | -19.5% | -16.1% | -34.9% |
| 3M | -44.8% | -37.0% | -7.8% | -44.0% |
| 6M | -45.5% | -41.0% | -4.4% | -44.5% |
| YTD | +232.5% | -34.6% | +267.2% | +230.6% |
| 1Y | +343.3% | -36.3% | +379.5% | +345.1% |
| All | +1,211.6% | -64.6% | +1,276.1% | +1,391.0% |
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 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