+95.4%
STM vs MULL
+337.5%
-242.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.1% |
| 7D | +16.3% | +43.3% | -27.0% | +7.0% |
| 30D | -6.3% | -37.4% | +31.2% | +0.9% |
| 3M | -14.1% | -36.8% | +22.7% | -8.9% |
| 6M | -19.6% | -36.9% | +17.3% | -19.6% |
| YTD | +80.1% | +250.7% | -170.5% | +33.0% |
| 1Y | +95.4% | +337.6% | -242.2% | +40.1% |
| All | +95.4% | +337.5% | -242.2% | +40.1% |
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 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