+158.6%
STRL vs MULL
+2,620.5%
-2,461.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.9% |
| 7D | +8.2% | +14.8% | -6.6% | +4.0% |
| 30D | -6.3% | +36.6% | -42.9% | -14.7% |
| 3M | -41.2% | -8.9% | -32.3% | -44.6% |
| 6M | +20.4% | +311.9% | -291.6% | -28.9% |
| YTD | +61.7% | +579.8% | -518.1% | -19.0% |
| 1Y | +72.7% | +2,421.5% | -2,348.8% | -39.7% |
| All | +158.6% | +2,620.5% | -2,461.9% | -23.2% |
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