+953.2%
MULL vs SWK
+38.2%
+915.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.5% |
| 7D | -42.7% | +11.0% | -53.7% | -51.0% |
| 30D | -63.8% | +30.1% | -93.8% | -75.0% |
| 3M | -49.0% | +14.7% | -63.7% | -58.9% |
| 6M | -38.2% | +44.5% | -82.7% | -61.2% |
| YTD | +167.0% | +59.4% | +107.7% | +40.9% |
| 1Y | +247.7% | +77.5% | +170.2% | +60.3% |
| All | +953.2% | +38.2% | +915.0% | +525.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling