-25.9%
STRL vs MULL
+444.9%
-470.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -13.8% | -7.7% | -17.2% |
| 7D | -27.1% | -35.9% | +8.9% | -16.2% |
| 30D | -45.8% | -47.3% | +1.5% | -34.7% |
| 3M | -47.6% | -30.6% | -17.1% | -42.7% |
| 6M | -46.4% | +13.7% | -60.1% | -56.5% |
| YTD | -7.4% | +272.1% | -279.5% | -48.0% |
| 1Y | -25.9% | +475.1% | -500.9% | -65.0% |
| All | -25.9% | +444.9% | -470.7% | -65.0% |
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