+76.1%
STM vs MULL
+1,230.7%
-1,154.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +1.7% |
| 7D | +12.0% | +24.5% | -12.5% | +6.2% |
| 30D | -0.4% | -35.5% | +35.2% | +6.7% |
| 3M | -13.2% | -44.8% | +31.6% | -5.2% |
| 6M | -26.1% | -45.5% | +19.4% | -25.4% |
| YTD | +81.2% | +232.5% | -151.4% | +20.0% |
| 1Y | +98.3% | +343.3% | -244.9% | +21.0% |
| All | +76.1% | +1,230.7% | -1,154.6% | -33.6% |
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