+96.5%
STM vs MULL
+2,561.4%
-2,464.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.8% | -9.9% | -0.6% |
| 7D | +5.8% | +17.3% | -11.5% | +2.2% |
| 30D | -1.0% | +23.5% | -24.5% | -6.0% |
| 3M | -33.3% | -24.0% | -9.3% | -34.4% |
| 6M | +57.4% | +276.7% | -219.4% | +7.2% |
| YTD | +102.2% | +565.1% | -462.9% | +19.5% |
| 1Y | +99.6% | +2,802.6% | -2,703.0% | -19.7% |
| All | +96.5% | +2,561.4% | -2,464.9% | -33.9% |
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