-24.4%
STRL vs MULL
+260.4%
-284.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +12.3% | +2.7% | +11.1% |
| 7D | -13.3% | -27.1% | +13.8% | -4.9% |
| 30D | -43.3% | -54.2% | +10.9% | -29.2% |
| 3M | -46.9% | -42.0% | -4.9% | -39.3% |
| 6M | -65.6% | -43.5% | -22.1% | -65.6% |
| YTD | -5.1% | +199.9% | -205.0% | -42.7% |
| All | -24.4% | +260.4% | -284.8% | -57.8% |
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