+475.1%
MULL vs SWK
+87.6%
+387.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +13.1% | -26.9% | -24.4% |
| 7D | -35.9% | +17.9% | -53.8% | -47.0% |
| 30D | -47.3% | +31.9% | -79.3% | -62.4% |
| 3M | -30.6% | +16.6% | -47.1% | -42.4% |
| 6M | +13.7% | +61.1% | -47.4% | -30.8% |
| YTD | +272.1% | +64.2% | +207.9% | +90.9% |
| 1Y | +475.1% | +85.2% | +389.9% | +159.5% |
| All | +475.1% | +87.6% | +387.4% | +159.5% |
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