+57.2%
STM vs MULL
+968.6%
-911.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.1% | -4.7% | +2.5% |
| 7D | -10.7% | -42.7% | +32.0% | -0.7% |
| 30D | -25.7% | -63.8% | +38.0% | -9.7% |
| 3M | -21.6% | -49.0% | +27.5% | -12.5% |
| 6M | -27.8% | -38.2% | +10.4% | -28.6% |
| YTD | +61.8% | +167.0% | -105.3% | +13.0% |
| 1Y | +78.1% | +247.7% | -169.6% | +14.8% |
| All | +57.2% | +968.6% | -911.4% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling