+52.7%
STRL vs MULL
+1,230.7%
-1,178.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -1.6% |
| 7D | +15.7% | +24.5% | -8.9% | +8.0% |
| 30D | -35.5% | -35.5% | 0.0% | -28.1% |
| 3M | -47.1% | -44.8% | -2.3% | -39.6% |
| 6M | -65.8% | -45.5% | -20.3% | -65.2% |
| YTD | -4.5% | +232.5% | -237.1% | -43.1% |
| 1Y | -10.5% | +343.3% | -353.7% | -51.7% |
| All | +52.7% | +1,230.7% | -1,178.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling