+43.6%
SPG vs MULL
+1,230.7%
-1,187.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | -0.2% |
| 7D | +2.0% | +24.5% | -22.5% | +1.5% |
| 30D | +17.2% | -35.5% | +52.8% | +17.8% |
| 3M | +6.3% | -44.8% | +51.1% | +7.0% |
| 6M | +18.7% | -45.5% | +64.1% | +16.2% |
| YTD | +30.1% | +232.5% | -202.4% | +11.6% |
| 1Y | +32.8% | +343.3% | -310.5% | +10.6% |
| All | +43.6% | +1,230.7% | -1,187.1% | -4.3% |
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