+96.5%
STM vs MULL
+444.9%
-348.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.8% | +7.7% | -3.2% |
| 7D | -6.0% | -35.9% | +29.9% | +2.5% |
| 30D | -20.9% | -47.3% | +26.4% | -10.9% |
| 3M | -15.8% | -30.6% | +14.8% | -11.3% |
| 6M | -17.0% | +13.7% | -30.7% | -23.6% |
| YTD | +76.8% | +272.1% | -195.3% | +32.1% |
| 1Y | +96.5% | +475.1% | -378.6% | +38.7% |
| All | +96.5% | +444.9% | -348.4% | +38.7% |
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 · 6 months rolling