+93.9%
STM vs MULL
+2,620.5%
-2,526.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.9% |
| 7D | +1.7% | +14.8% | -13.1% | -1.4% |
| 30D | -5.2% | +36.6% | -41.7% | -11.8% |
| 3M | -29.6% | -8.9% | -20.7% | -32.8% |
| 6M | +54.4% | +311.9% | -257.6% | +3.3% |
| YTD | +99.5% | +579.8% | -480.3% | +17.3% |
| 1Y | +100.8% | +2,421.5% | -2,320.8% | -16.4% |
| All | +93.9% | +2,620.5% | -2,526.6% | -35.1% |
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