+475.1%
MULL vs STLA
-53.0%
+528.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.8% | -17.6% | -15.4% |
| 7D | -35.9% | -0.6% | -35.3% | -36.0% |
| 30D | -47.3% | +3.6% | -50.9% | -48.5% |
| 3M | -30.6% | -20.6% | -9.9% | -23.5% |
| 6M | +13.7% | -34.3% | +48.0% | +44.1% |
| YTD | +272.1% | -57.3% | +329.4% | +428.4% |
| 1Y | +475.1% | -52.6% | +527.7% | +594.7% |
| All | +475.1% | -53.0% | +528.0% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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