+475.1%
MULL vs SGI
-10.7%
+485.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.8% | -20.6% | -17.7% |
| 7D | -35.9% | +12.1% | -48.0% | -41.2% |
| 30D | -47.3% | +12.1% | -59.4% | -52.4% |
| 3M | -30.6% | +0.4% | -31.0% | -31.7% |
| 6M | +13.7% | -4.0% | +17.7% | +16.7% |
| YTD | +272.1% | -21.2% | +293.4% | +321.2% |
| 1Y | +475.1% | -12.1% | +487.1% | +506.1% |
| All | +475.1% | -10.7% | +485.8% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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