+276.7%
MULL vs SWK
+21.0%
+255.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.9% | +10.5% |
| 7D | +17.3% | -0.4% | +17.8% | +18.2% |
| 30D | +23.5% | -5.7% | +29.2% | +34.4% |
| 3M | -24.0% | +24.1% | -48.1% | -42.7% |
| 6M | +276.7% | +24.7% | +252.0% | +185.7% |
| All | +276.7% | +21.0% | +255.7% | +185.7% |
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