+1,330.3%
MULL vs STLA
-66.5%
+1,396.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -3.5% | +27.5% | +26.7% |
| 7D | -2.5% | -11.6% | +9.1% | +8.2% |
| 30D | -40.1% | -6.2% | -33.9% | -37.5% |
| 3M | -28.2% | -24.6% | -3.6% | -12.3% |
| 6M | -39.6% | -44.9% | +5.3% | -2.5% |
| YTD | +262.6% | -62.3% | +324.9% | +650.5% |
| 1Y | +366.2% | -61.8% | +428.0% | +845.5% |
| All | +1,330.3% | -66.5% | +1,396.8% | +2,651.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling