-56.1%
SMR vs MULL
+2,366.2%
-2,422.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.3% | +3.8% | -3.1% |
| 7D | +4.7% | +3.6% | +1.1% | +3.2% |
| 30D | +3.2% | +22.0% | -18.8% | -3.7% |
| 3M | +9.9% | -8.6% | +18.5% | +1.1% |
| 6M | -15.1% | +248.5% | -263.6% | -51.3% |
| YTD | -27.9% | +516.3% | -544.2% | -67.1% |
| 1Y | -70.2% | +2,036.6% | -2,106.9% | -91.6% |
| All | -56.1% | +2,366.2% | -2,422.2% | -90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling