-5.1%
SW vs MULL
+1,389.1%
-1,394.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.8% | +17.8% | +5.1% |
| 7D | +12.1% | -35.9% | +48.0% | +15.6% |
| 30D | +6.6% | -47.3% | +53.9% | +11.2% |
| 3M | -6.0% | -30.6% | +24.6% | -4.9% |
| 6M | +21.5% | +13.7% | +7.8% | +8.6% |
| YTD | +20.3% | +272.1% | -251.8% | -10.2% |
| 1Y | +28.1% | +475.1% | -446.9% | -11.7% |
| All | -5.1% | +1,389.1% | -1,394.1% | -51.0% |
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