+2,302.1%
MULL vs SIRI
+17.0%
+2,285.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -8.4% | +0.6% | -9.0% | -9.0% |
| 30D | +9.7% | +2.5% | +7.2% | +7.2% |
| 3M | -26.8% | +6.6% | -33.4% | -35.0% |
| 6M | +220.7% | +32.9% | +187.8% | +132.3% |
| YTD | +509.0% | +50.5% | +458.6% | +282.5% |
| 1Y | +1,739.5% | +28.0% | +1,711.6% | +1,252.1% |
| All | +2,302.1% | +17.0% | +2,285.2% | +1,703.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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