+2,581.4%
MULL vs STLA
-56.8%
+2,638.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +6.9% |
| 7D | +14.8% | +0.4% | +14.4% | +14.3% |
| 30D | +36.6% | -5.2% | +41.8% | +41.1% |
| 3M | -8.9% | -24.9% | +16.0% | +15.0% |
| 6M | +311.9% | -25.2% | +337.1% | +425.8% |
| YTD | +579.8% | -51.4% | +631.3% | +1,068.2% |
| 1Y | +2,421.5% | -40.7% | +2,462.2% | +3,367.1% |
| All | +2,581.4% | -56.8% | +2,638.2% | +4,182.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling