+1,211.6%
MULL vs SGI
+10.7%
+1,200.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.4% |
| 7D | +24.5% | -5.3% | +29.8% | +30.9% |
| 30D | -35.5% | -2.1% | -33.5% | -36.9% |
| 3M | -44.8% | -8.2% | -36.6% | -42.8% |
| 6M | -45.5% | -4.6% | -40.9% | -44.9% |
| YTD | +232.5% | -31.5% | +264.0% | +355.7% |
| 1Y | +343.3% | -30.8% | +374.1% | +505.9% |
| All | +1,211.6% | +10.7% | +1,200.9% | +780.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling