-7.4%
SAP vs MULL
+2,481.0%
-2,488.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | -0.3% | +14.0% | -14.2% | -0.3% |
| 30D | +2.6% | +24.8% | -22.2% | +2.6% |
| 3M | +16.3% | -16.1% | +32.4% | +15.3% |
| 6M | +6.4% | +330.9% | -324.5% | -4.2% |
| YTD | -11.4% | +545.0% | -556.4% | -23.5% |
| 1Y | -20.4% | +2,427.1% | -2,447.5% | -40.1% |
| All | -7.4% | +2,481.0% | -2,488.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling