+2,302.1%
MULL vs SITM
+197.0%
+2,105.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -5.9% |
| 7D | -8.4% | +3.9% | -12.3% | -11.8% |
| 30D | +9.7% | -6.6% | +16.3% | +15.9% |
| 3M | -26.8% | -11.9% | -14.9% | -17.5% |
| 6M | +220.7% | +81.1% | +139.6% | +91.9% |
| YTD | +509.0% | +80.0% | +429.1% | +263.8% |
| 1Y | +1,739.5% | +145.8% | +1,593.7% | +698.6% |
| All | +2,302.1% | +197.0% | +2,105.1% | +620.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling