+7.5%
SO vs MULL
+2,620.5%
-2,612.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.6% |
| 7D | 0.0% | +14.8% | -14.7% | +0.4% |
| 30D | -2.5% | +36.6% | -39.0% | -1.7% |
| 3M | -4.2% | -8.9% | +4.7% | -3.4% |
| 6M | -7.7% | +311.9% | -319.6% | -3.3% |
| YTD | +3.8% | +579.8% | -576.0% | +10.2% |
| 1Y | +0.1% | +2,421.5% | -2,421.5% | +9.5% |
| All | +7.5% | +2,620.5% | -2,612.9% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling