+247.7%
MULL vs SWK
+71.2%
+176.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.4% |
| 7D | -42.7% | +11.0% | -53.7% | -48.6% |
| 30D | -63.8% | +30.1% | -93.8% | -73.3% |
| 3M | -49.0% | +14.7% | -63.7% | -56.5% |
| 6M | -38.2% | +44.5% | -82.7% | -58.0% |
| YTD | +167.0% | +59.4% | +107.7% | +45.7% |
| 1Y | +247.7% | +77.5% | +170.2% | +74.8% |
| All | +247.7% | +71.2% | +176.6% | +74.8% |
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