+2,302.1%
MULL vs STLA
-55.9%
+2,358.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -3.0% |
| 7D | -8.4% | -2.9% | -5.5% | -6.4% |
| 30D | +9.7% | +0.9% | +8.8% | +7.9% |
| 3M | -26.8% | -21.6% | -5.1% | -11.4% |
| 6M | +220.7% | -21.6% | +242.3% | +295.0% |
| YTD | +509.0% | -50.4% | +559.5% | +929.0% |
| 1Y | +1,739.5% | -43.6% | +1,783.1% | +2,576.7% |
| All | +2,302.1% | -55.9% | +2,358.1% | +3,672.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling