-48.8%
SE vs MULL
+444.9%
-493.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -13.8% | +18.2% | +4.9% |
| 7D | +6.7% | -35.9% | +42.6% | +8.2% |
| 30D | -17.2% | -47.3% | +30.1% | -15.6% |
| 3M | -28.0% | -30.6% | +2.5% | -27.6% |
| 6M | -6.1% | +13.7% | -19.8% | -17.1% |
| YTD | -37.1% | +272.1% | -309.3% | -54.7% |
| 1Y | -48.8% | +475.1% | -523.8% | -67.0% |
| All | -48.8% | +444.9% | -493.6% | -67.0% |
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 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