+55.0%
SPMO vs MULL
+2,366.2%
-2,311.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.3% | +7.5% | -0.7% |
| 7D | +0.1% | +3.6% | -3.5% | -0.5% |
| 30D | -0.7% | +22.0% | -22.7% | -3.6% |
| 3M | +2.8% | -8.6% | +11.5% | -0.2% |
| 6M | +24.4% | +248.5% | -224.1% | +0.6% |
| YTD | +24.2% | +516.3% | -492.1% | -8.0% |
| 1Y | +24.5% | +2,036.6% | -2,012.1% | -23.8% |
| All | +55.0% | +2,366.2% | -2,311.2% | -17.8% |
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