+2,523.1%
MULL vs SGI
+27.3%
+2,495.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.5% | +11.3% | +11.3% |
| 7D | +17.3% | +8.5% | +8.8% | +7.4% |
| 30D | +23.5% | +0.7% | +22.8% | +21.9% |
| 3M | -24.0% | +0.6% | -24.6% | -23.8% |
| 6M | +276.7% | -17.9% | +294.7% | +364.6% |
| YTD | +565.1% | -21.2% | +586.2% | +726.3% |
| 1Y | +2,802.6% | -18.9% | +2,821.4% | +3,377.8% |
| All | +2,523.1% | +27.3% | +2,495.9% | +1,496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling