-38.2%
MULL vs SWK
+47.3%
-85.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.5% |
| 7D | -42.7% | +11.0% | -53.7% | -49.4% |
| 30D | -63.8% | +30.1% | -93.8% | -76.3% |
| 3M | -49.0% | +14.7% | -63.7% | -57.8% |
| 6M | -38.2% | +44.5% | -82.7% | -68.7% |
| All | -38.2% | +47.3% | -85.4% | -68.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling