+2,444.0%
MULL vs SM
-9.1%
+2,453.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.3% |
| 7D | +14.0% | -0.2% | +14.1% | +13.9% |
| 30D | +24.8% | +31.5% | -6.7% | +12.5% |
| 3M | -16.1% | +17.3% | -33.4% | -23.3% |
| 6M | +330.9% | +48.5% | +282.4% | +213.1% |
| YTD | +545.0% | +106.3% | +438.7% | +247.9% |
| 1Y | +2,427.1% | +47.3% | +2,379.8% | +1,714.3% |
| All | +2,444.0% | -9.1% | +2,453.0% | +2,342.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling