+1,053.2%
MULL vs SWK
+40.1%
+1,013.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -0.9% |
| 7D | -32.2% | +11.3% | -43.5% | -41.5% |
| 30D | -55.4% | +31.5% | -86.8% | -69.5% |
| 3M | -41.3% | +14.4% | -55.7% | -52.3% |
| 6M | -44.9% | +46.4% | -91.3% | -66.0% |
| YTD | +192.4% | +61.6% | +130.8% | +52.4% |
| 1Y | +239.4% | +78.7% | +160.7% | +56.1% |
| All | +1,053.2% | +40.1% | +1,013.2% | +576.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling