+2,302.1%
MULL vs SM
-8.2%
+2,310.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -8.4% | +4.6% | -13.0% | -9.9% |
| 30D | +9.7% | +18.2% | -8.5% | +3.1% |
| 3M | -26.8% | +22.5% | -49.3% | -33.8% |
| 6M | +220.7% | +50.6% | +170.1% | +131.9% |
| YTD | +509.0% | +108.1% | +400.9% | +227.4% |
| 1Y | +1,739.5% | +46.0% | +1,693.5% | +1,244.0% |
| All | +2,302.1% | -8.2% | +2,310.4% | +2,198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling