+2,036.6%
MULL vs SGI
-20.9%
+2,057.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -6.8% |
| 7D | +3.6% | -4.9% | +8.5% | +8.1% |
| 30D | +22.0% | +1.6% | +20.4% | +20.4% |
| 3M | -8.6% | -3.2% | -5.5% | -4.9% |
| 6M | +248.5% | -16.0% | +264.6% | +295.2% |
| YTD | +516.3% | -25.4% | +541.7% | +639.1% |
| 1Y | +2,036.6% | -21.6% | +2,058.2% | +2,591.3% |
| All | +2,036.6% | -20.9% | +2,057.6% | +2,591.3% |
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