+2,581.4%
MULL vs SM
-8.5%
+2,589.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | +14.8% | -0.2% | +15.0% | +14.7% |
| 30D | +36.6% | +20.3% | +16.3% | +27.6% |
| 3M | -8.9% | +22.9% | -31.8% | -18.7% |
| 6M | +311.9% | +47.8% | +264.1% | +200.9% |
| YTD | +579.8% | +107.5% | +472.4% | +266.0% |
| 1Y | +2,421.5% | +51.7% | +2,369.8% | +1,664.2% |
| All | +2,581.4% | -8.5% | +2,589.9% | +2,469.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling