-5.9%
SAP vs MULL
+444.9%
-450.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +18.0% | +3.5% |
| 7D | +1.3% | -35.9% | +37.2% | -0.8% |
| 30D | +15.5% | -47.3% | +62.9% | +12.3% |
| 3M | +22.8% | -30.6% | +53.4% | +21.6% |
| 6M | +42.5% | +13.7% | +28.8% | +40.8% |
| YTD | +0.5% | +272.1% | -271.6% | -1.0% |
| 1Y | -5.9% | +475.1% | -481.0% | -9.4% |
| All | -5.9% | +444.9% | -450.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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