+2,802.6%
MULL vs SGI
-17.2%
+2,819.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.5% | +11.3% | +11.4% |
| 7D | +17.3% | +8.5% | +8.8% | +9.9% |
| 30D | +23.5% | +0.7% | +22.8% | +22.6% |
| 3M | -24.0% | +0.6% | -24.6% | -23.0% |
| 6M | +276.7% | -17.9% | +294.7% | +328.3% |
| YTD | +565.1% | -21.2% | +586.2% | +662.5% |
| 1Y | +2,802.6% | -18.9% | +2,821.4% | +3,433.7% |
| All | +2,802.6% | -17.2% | +2,819.8% | +3,433.7% |
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