+92.7%
STX vs MULL
+338.1%
-245.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +24.0% | -14.0% | +2.4% |
| 7D | -1.0% | -2.5% | +1.6% | -1.8% |
| 30D | -26.8% | -40.1% | +13.3% | -16.4% |
| 3M | -32.7% | -28.2% | -4.5% | -27.8% |
| 6M | -33.7% | -39.6% | +5.8% | -34.2% |
| YTD | +101.0% | +262.6% | -161.6% | +2.0% |
| 1Y | +92.7% | +366.2% | -273.5% | -11.3% |
| All | +92.7% | +338.1% | -245.4% | -11.3% |
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