-8.4%
SAP vs MULL
+2,620.5%
-2,628.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -1.1% |
| 7D | -0.3% | +14.8% | -15.0% | -0.3% |
| 30D | +0.3% | +36.6% | -36.3% | +0.3% |
| 3M | +16.9% | -8.9% | +25.8% | +15.9% |
| 6M | +6.3% | +311.9% | -305.6% | -3.7% |
| YTD | -12.4% | +579.8% | -592.2% | -24.4% |
| 1Y | -21.6% | +2,421.5% | -2,443.2% | -40.7% |
| All | -8.4% | +2,620.5% | -2,628.9% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling