+475.1%
MULL vs SM
+70.4%
+404.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -15.3% | +1.5% | -19.6% |
| 7D | -35.9% | -21.5% | -14.4% | -42.5% |
| 30D | -47.3% | -11.4% | -36.0% | -49.2% |
| 3M | -30.6% | +0.6% | -31.2% | -27.2% |
| 6M | +13.7% | +0.2% | +13.5% | +24.9% |
| YTD | +272.1% | +69.7% | +202.5% | +398.5% |
| 1Y | +475.1% | +71.6% | +403.5% | +694.2% |
| All | +475.1% | +70.4% | +404.7% | +694.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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