+90.5%
SU vs MULL
+2,337.2%
-2,246.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.2% | -8.4% | +10.7% | +2.5% |
| 30D | +8.4% | +9.7% | -1.2% | +7.9% |
| 3M | +12.1% | -26.8% | +38.8% | +11.4% |
| 6M | +19.7% | +220.7% | -201.0% | +6.2% |
| YTD | +58.4% | +509.0% | -450.6% | +31.4% |
| 1Y | +67.2% | +1,739.5% | -1,672.3% | +22.0% |
| All | +90.5% | +2,337.2% | -2,246.7% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling