+1,211.6%
MULL vs STLA
-68.8%
+1,280.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -4.4% |
| 7D | +24.5% | -13.8% | +38.3% | +38.5% |
| 30D | -35.5% | -10.5% | -25.0% | -30.4% |
| 3M | -44.8% | -28.9% | -15.9% | -29.5% |
| 6M | -45.5% | -49.7% | +4.3% | -5.7% |
| YTD | +232.5% | -64.9% | +297.5% | +627.1% |
| 1Y | +343.3% | -64.0% | +407.3% | +835.9% |
| All | +1,211.6% | -68.8% | +1,280.4% | +2,565.4% |
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