-71.5%
STRL vs MULL
-37.0%
-34.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.1% | -5.6% | +0.8% |
| 7D | -26.9% | -42.7% | +15.8% | -14.9% |
| 30D | -52.7% | -63.8% | +11.1% | -38.2% |
| 3M | -52.8% | -49.0% | -3.8% | -44.6% |
| 6M | -71.5% | -38.2% | -33.3% | -69.2% |
| All | -71.5% | -37.0% | -34.5% | -69.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling