+475.1%
MULL vs SITM
+47.5%
+427.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.4% | -4.4% | -6.0% |
| 7D | -35.9% | -19.5% | -16.4% | -22.5% |
| 30D | -47.3% | -43.2% | -4.1% | -16.2% |
| 3M | -30.6% | -30.8% | +0.3% | -11.1% |
| 6M | +13.7% | -28.6% | +42.3% | +61.4% |
| YTD | +272.1% | +14.2% | +257.9% | +281.6% |
| 1Y | +475.1% | +44.4% | +430.7% | +451.1% |
| All | +475.1% | +47.5% | +427.5% | +451.1% |
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