+1,739.5%
MULL vs SITM
+155.7%
+1,583.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -5.6% |
| 7D | -8.4% | +3.9% | -12.3% | -11.6% |
| 30D | +9.7% | -6.6% | +16.3% | +15.6% |
| 3M | -26.8% | -11.9% | -14.9% | -18.4% |
| 6M | +220.7% | +81.1% | +139.6% | +118.7% |
| YTD | +509.0% | +80.0% | +429.1% | +321.9% |
| 1Y | +1,739.5% | +145.8% | +1,593.7% | +1,000.0% |
| All | +1,739.5% | +155.7% | +1,583.8% | +1,000.0% |
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