+1,211.6%
MULL vs SM
-21.2%
+1,232.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.1% |
| 7D | +24.5% | +9.4% | +15.1% | +20.5% |
| 30D | -35.5% | -14.4% | -21.1% | -31.7% |
| 3M | -44.8% | +1.6% | -46.3% | -45.6% |
| 6M | -45.5% | +6.3% | -51.8% | -49.7% |
| YTD | +232.5% | +78.8% | +153.8% | +87.4% |
| 1Y | +343.3% | +83.1% | +260.1% | +142.3% |
| All | +1,211.6% | -21.2% | +1,232.7% | +1,215.7% |
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