-6.4%
SSPC vs MULL
-61.2%
+54.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +24.0% | -19.5% | +8.5% |
| 7D | -11.1% | -2.5% | -8.6% | -8.4% |
| 30D | +19.1% | -40.1% | +59.1% | +18.4% |
| 3M | -31.7% | -28.2% | -3.5% | -30.6% |
| All | -6.4% | -61.2% | +54.7% | -0.2% |
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 · Available span rolling