+2,581.4%
MULL vs SGI
+24.3%
+2,557.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +7.4% |
| 7D | +14.8% | +0.6% | +14.2% | +13.9% |
| 30D | +36.6% | +5.5% | +31.0% | +28.2% |
| 3M | -8.9% | -3.6% | -5.3% | -4.9% |
| 6M | +311.9% | -15.0% | +327.0% | +383.4% |
| YTD | +579.8% | -23.0% | +602.9% | +765.2% |
| 1Y | +2,421.5% | -18.4% | +2,440.0% | +2,859.1% |
| All | +2,581.4% | +24.3% | +2,557.1% | +1,571.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling