+2,330.7%
MULL vs SITM
+181.4%
+2,149.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.5% | -11.1% |
| 7D | +3.6% | +4.8% | -1.2% | -0.5% |
| 30D | +22.0% | -9.7% | +31.7% | +33.3% |
| 3M | -8.6% | -9.3% | +0.7% | +1.9% |
| 6M | +248.5% | +69.5% | +179.0% | +121.1% |
| YTD | +516.3% | +70.5% | +445.8% | +286.7% |
| 1Y | +2,036.6% | +145.3% | +1,891.4% | +832.4% |
| All | +2,330.7% | +181.4% | +2,149.3% | +665.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling