-7.4%
SW vs MULL
+968.6%
-975.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.1% | -10.1% | -1.6% |
| 7D | +2.3% | -42.7% | +45.0% | +5.9% |
| 30D | +6.8% | -63.8% | +70.5% | +14.1% |
| 3M | -5.2% | -49.0% | +43.8% | -2.4% |
| 6M | +7.4% | -38.2% | +45.6% | +1.0% |
| YTD | +17.4% | +167.0% | -149.6% | -10.7% |
| 1Y | +27.1% | +247.7% | -220.6% | -8.3% |
| All | -7.4% | +968.6% | -975.9% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling