+1,330.3%
MULL vs SFM
-65.6%
+1,395.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +3.5% | +20.6% | +23.9% |
| 7D | -2.5% | -7.1% | +4.5% | -2.4% |
| 30D | -40.1% | -21.4% | -18.7% | -39.5% |
| 3M | -28.2% | -40.1% | +11.9% | -27.1% |
| 6M | -39.6% | -38.0% | -1.6% | -39.2% |
| YTD | +262.6% | -36.5% | +299.2% | +260.9% |
| 1Y | +366.2% | -35.2% | +401.4% | +358.8% |
| All | +1,330.3% | -65.6% | +1,395.9% | +1,527.5% |
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