+2,523.1%
MULL vs STLA
-54.6%
+2,577.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.3% | +10.5% | +10.8% |
| 7D | +17.3% | +2.6% | +14.7% | +15.0% |
| 30D | +23.5% | -1.2% | +24.7% | +23.6% |
| 3M | -24.0% | -24.8% | +0.8% | -3.0% |
| 6M | +276.7% | -25.6% | +302.3% | +383.8% |
| YTD | +565.1% | -48.9% | +614.0% | +999.2% |
| 1Y | +2,802.6% | -38.8% | +2,841.4% | +3,810.4% |
| All | +2,523.1% | -54.6% | +2,577.8% | +3,929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling