+2,802.6%
MULL vs SITM
+174.8%
+2,627.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +6.5% | +5.3% | +6.6% |
| 7D | +17.3% | +9.7% | +7.6% | +9.4% |
| 30D | +23.5% | +12.7% | +10.8% | +6.1% |
| 3M | -24.0% | -13.4% | -10.6% | -11.2% |
| 6M | +276.7% | +59.6% | +217.1% | +181.1% |
| YTD | +565.1% | +73.3% | +491.8% | +373.7% |
| 1Y | +2,802.6% | +165.5% | +2,637.0% | +1,654.2% |
| All | +2,802.6% | +174.8% | +2,627.8% | +1,654.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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