+51.8%
STRL vs MULL
+1,100.2%
-1,048.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +12.3% | +2.7% | +11.4% |
| 7D | -13.3% | -27.1% | +13.8% | -5.5% |
| 30D | -43.3% | -54.2% | +10.9% | -30.1% |
| 3M | -46.9% | -42.0% | -4.9% | -39.7% |
| 6M | -65.6% | -43.5% | -22.1% | -65.3% |
| YTD | -5.1% | +199.9% | -205.0% | -41.3% |
| 1Y | -23.1% | +292.8% | -315.9% | -56.8% |
| All | +51.8% | +1,100.2% | -1,048.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling