-6.5%
SW vs MULL
+879.3%
-885.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.2% | +32.7% | +1.1% |
| 7D | +4.7% | -53.1% | +57.7% | +9.9% |
| 30D | +5.0% | -64.1% | +69.1% | +12.1% |
| 3M | -7.3% | -54.6% | +47.2% | -3.7% |
| 6M | +15.0% | -38.7% | +53.7% | +8.0% |
| YTD | +18.5% | +144.7% | -126.2% | -9.3% |
| 1Y | +27.1% | +220.3% | -193.1% | -7.7% |
| All | -6.5% | +879.3% | -885.8% | -50.4% |
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