-63.2%
SPCH vs MULL
-60.2%
-3.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.8% | +6.2% | -6.0% |
| 7D | -13.4% | -35.9% | +22.5% | -9.3% |
| 30D | -39.6% | -47.3% | +7.7% | -36.3% |
| 3M | -1.4% | -30.6% | +29.2% | +1.8% |
| All | -63.2% | -60.2% | -3.0% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling