+1,211.6%
MULL vs SWK
+36.3%
+1,175.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.4% |
| 7D | +24.5% | -1.4% | +25.9% | +26.6% |
| 30D | -35.5% | +25.5% | -61.0% | -53.3% |
| 3M | -44.8% | +11.8% | -56.6% | -53.9% |
| 6M | -45.5% | +48.7% | -94.2% | -66.8% |
| YTD | +232.5% | +57.2% | +175.3% | +78.4% |
| 1Y | +343.3% | +75.3% | +268.0% | +107.3% |
| All | +1,211.6% | +36.3% | +1,175.3% | +691.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling