-5.5%
SAP vs MULL
+251.4%
-256.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.7% |
| 7D | +1.5% | -32.2% | +33.7% | 0.0% |
| 30D | +8.8% | -55.4% | +64.2% | +5.2% |
| 3M | +12.1% | -41.3% | +53.3% | +10.5% |
| 6M | +34.6% | -44.9% | +79.5% | +32.3% |
| YTD | -2.1% | +192.4% | -194.5% | -3.7% |
| 1Y | -5.5% | +239.4% | -245.0% | -8.2% |
| All | -5.5% | +251.4% | -256.9% | -8.2% |
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