-13.3%
IBM vs MULL
+444.9%
-458.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.5% | +1.5% |
| 7D | +0.4% | -35.9% | +36.3% | -0.1% |
| 30D | +14.8% | -47.3% | +62.1% | +13.9% |
| 3M | +8.9% | -30.6% | +39.5% | +8.6% |
| 6M | +12.4% | +13.7% | -1.3% | +8.6% |
| YTD | -12.4% | +272.1% | -284.5% | -19.8% |
| 1Y | -13.3% | +475.1% | -488.3% | -23.3% |
| All | -13.3% | +444.9% | -458.1% | -23.3% |
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 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