-20.8%
STRL vs MULL
+337.5%
-358.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +0.3% |
| 7D | +23.4% | +43.3% | -19.8% | +9.6% |
| 30D | -39.5% | -37.4% | -2.1% | -31.6% |
| 3M | -45.1% | -36.8% | -8.2% | -39.4% |
| 6M | -64.6% | -36.9% | -27.7% | -66.0% |
| YTD | -1.5% | +250.7% | -252.2% | -44.3% |
| 1Y | -20.8% | +337.6% | -358.4% | -59.4% |
| All | -20.8% | +337.5% | -358.3% | -59.4% |
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