+36.2%
SWKS vs MULL
+322.2%
-286.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.3% |
| 7D | +9.4% | +24.5% | -15.1% | +7.4% |
| 30D | +17.0% | -35.5% | +52.5% | +19.4% |
| 3M | +28.9% | -44.8% | +73.7% | +32.3% |
| 6M | +33.1% | -45.5% | +78.6% | +34.3% |
| YTD | +44.8% | +232.5% | -187.7% | +30.9% |
| 1Y | +36.2% | +343.3% | -307.0% | +19.9% |
| All | +36.2% | +322.2% | -286.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling