+1.2%
SWKS vs MULL
+968.6%
-967.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.1% | -7.9% | +0.1% |
| 7D | -6.2% | -42.7% | +36.5% | -0.7% |
| 30D | -1.5% | -63.8% | +62.3% | +9.6% |
| 3M | +23.0% | -49.0% | +72.0% | +29.7% |
| 6M | +27.6% | -38.2% | +65.8% | +21.6% |
| YTD | +32.3% | +167.0% | -134.7% | -6.0% |
| 1Y | +20.1% | +247.7% | -227.6% | -21.0% |
| All | +1.2% | +968.6% | -967.3% | -57.8% |
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