+343.3%
MULL vs SM
+84.2%
+259.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.2% |
| 7D | +24.5% | +9.4% | +15.1% | +27.1% |
| 30D | -35.5% | -14.4% | -21.1% | -40.0% |
| 3M | -44.8% | +1.6% | -46.3% | -43.5% |
| 6M | -45.5% | +6.3% | -51.8% | -40.0% |
| YTD | +232.5% | +78.8% | +153.8% | +296.5% |
| 1Y | +343.3% | +83.1% | +260.1% | +413.2% |
| All | +343.3% | +84.2% | +259.0% | +413.2% |
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