+68.5%
STRL vs MULL
+3,061.6%
-2,993.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.8% | -6.1% | +2.3% |
| 7D | +3.4% | +17.3% | -13.9% | -1.5% |
| 30D | -9.2% | +23.5% | -32.7% | -15.4% |
| 3M | -51.0% | -24.0% | -27.1% | -52.3% |
| 6M | +15.8% | +276.7% | -261.0% | -33.7% |
| YTD | +58.9% | +565.1% | -506.2% | -25.5% |
| 1Y | +68.5% | +2,802.6% | -2,734.1% | -46.1% |
| All | +68.5% | +3,061.6% | -2,993.1% | -46.1% |
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