-28.2%
MULL vs STLA
-25.4%
-2.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -3.5% | +27.5% | +25.1% |
| 7D | -2.5% | -11.6% | +9.1% | +3.0% |
| 30D | -40.1% | -6.2% | -33.9% | -38.7% |
| 3M | -28.2% | -24.6% | -3.6% | -23.2% |
| All | -28.2% | -25.4% | -2.8% | -23.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling