+43.6%
SPG vs MULL
+1,100.2%
-1,056.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.3% | -10.3% | +1.8% |
| 7D | +5.1% | -27.1% | +32.2% | +5.5% |
| 30D | +16.8% | -54.2% | +71.1% | +18.4% |
| 3M | +5.7% | -42.0% | +47.6% | +6.1% |
| 6M | +17.8% | -43.5% | +61.3% | +14.7% |
| YTD | +30.1% | +199.9% | -169.8% | +11.9% |
| 1Y | +32.8% | +292.8% | -260.1% | +10.9% |
| All | +43.6% | +1,100.2% | -1,056.5% | -4.0% |
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