+2,444.0%
MULL vs STLA
-56.0%
+2,500.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | 0.0% | -0.6% |
| 7D | +14.0% | +0.7% | +13.2% | +13.2% |
| 30D | +24.8% | -2.4% | +27.2% | +26.0% |
| 3M | -16.1% | -23.9% | +7.8% | +4.9% |
| 6M | +330.9% | -24.6% | +355.5% | +446.8% |
| YTD | +545.0% | -50.5% | +595.5% | +992.9% |
| 1Y | +2,427.1% | -39.8% | +2,467.0% | +3,342.1% |
| All | +2,444.0% | -56.0% | +2,500.0% | +3,906.5% |
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