+5.3%
SE vs MULL
+2,481.0%
-2,475.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | +0.6% | +14.0% | -13.4% | -0.6% |
| 30D | -0.1% | +24.8% | -24.9% | -2.4% |
| 3M | +34.1% | -16.1% | +50.2% | +28.9% |
| 6M | +23.2% | +330.9% | -307.7% | -12.0% |
| YTD | -11.2% | +545.0% | -556.2% | -42.0% |
| 1Y | -40.5% | +2,427.1% | -2,467.7% | -70.9% |
| All | +5.3% | +2,481.0% | -2,475.8% | -55.1% |
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