+2,802.6%
MULL vs SWK
+37.3%
+2,765.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +10.8% |
| 7D | +17.3% | -0.4% | +17.8% | +18.0% |
| 30D | +23.5% | -5.7% | +29.2% | +32.0% |
| 3M | -24.0% | +24.1% | -48.1% | -38.2% |
| 6M | +276.7% | +24.7% | +252.0% | +205.0% |
| YTD | +565.1% | +33.9% | +531.1% | +365.8% |
| 1Y | +2,802.6% | +34.7% | +2,767.9% | +2,086.5% |
| All | +2,802.6% | +37.3% | +2,765.2% | +2,086.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling