+445.4%
STX vs MULL
+1,230.7%
-785.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -1.6% |
| 7D | +14.6% | +24.5% | -9.9% | +7.4% |
| 30D | -26.0% | -35.5% | +9.6% | -17.9% |
| 3M | -42.6% | -44.8% | +2.2% | -34.2% |
| 6M | -35.3% | -45.5% | +10.2% | -33.2% |
| YTD | +92.5% | +232.5% | -140.1% | +16.3% |
| 1Y | +102.4% | +343.3% | -240.9% | +11.8% |
| All | +445.4% | +1,230.7% | -785.3% | +104.8% |
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 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