-27.6%
SE vs MULL
+1,100.2%
-1,127.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.3% | -9.4% | +1.9% |
| 7D | +3.3% | -27.1% | +30.4% | +5.2% |
| 30D | -18.2% | -54.2% | +36.1% | -13.8% |
| 3M | -31.3% | -42.0% | +10.7% | -29.7% |
| 6M | -10.1% | -43.5% | +33.4% | -15.9% |
| YTD | -38.9% | +199.9% | -238.8% | -58.2% |
| 1Y | -48.0% | +292.8% | -340.8% | -66.7% |
| All | -27.6% | +1,100.2% | -1,127.8% | -67.6% |
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