-79.9%
SMR vs MULL
+1,230.7%
-1,310.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.8% | -1.9% |
| 7D | -8.3% | +24.5% | -32.8% | -14.3% |
| 30D | -20.1% | -35.5% | +15.4% | -12.8% |
| 3M | -52.7% | -44.8% | -7.9% | -47.2% |
| 6M | -61.0% | -45.5% | -15.6% | -61.7% |
| YTD | -67.1% | +232.5% | -299.6% | -82.9% |
| 1Y | -79.9% | +343.3% | -423.1% | -90.8% |
| All | -79.9% | +1,230.7% | -1,310.6% | -95.0% |
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