+2,523.1%
MULL vs SFM
-44.6%
+2,567.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.9% | +11.8% |
| 7D | +17.3% | -0.1% | +17.4% | +17.3% |
| 30D | +23.5% | -4.4% | +27.9% | +23.7% |
| 3M | -24.0% | +1.5% | -25.5% | -24.3% |
| 6M | +276.7% | +6.5% | +270.3% | +268.2% |
| YTD | +565.1% | +2.2% | +562.9% | +552.5% |
| 1Y | +2,802.6% | -41.9% | +2,844.5% | +3,745.8% |
| All | +2,523.1% | -44.6% | +2,567.7% | +2,842.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling