+91.0%
SU vs MULL
+2,620.5%
-2,529.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.5% |
| 7D | +1.6% | +14.8% | -13.2% | +1.0% |
| 30D | +10.7% | +36.6% | -25.8% | +9.3% |
| 3M | +13.5% | -8.9% | +22.4% | +11.7% |
| 6M | +21.8% | +311.9% | -290.1% | +6.5% |
| YTD | +58.8% | +579.8% | -521.0% | +31.3% |
| 1Y | +72.0% | +2,421.5% | -2,349.5% | +22.1% |
| All | +91.0% | +2,620.5% | -2,529.4% | +20.8% |
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 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