-4.2%
IBM vs MULL
+2,261.5%
-2,265.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | +3.4% |
| 7D | +3.6% | +14.8% | -11.2% | +3.7% |
| 30D | +1.5% | +36.6% | -35.0% | +1.8% |
| 3M | -12.9% | -8.9% | -4.0% | -13.8% |
| 6M | -3.9% | +311.9% | -315.8% | -9.4% |
| YTD | -17.3% | +579.8% | -597.2% | -24.1% |
| All | -4.2% | +2,261.5% | -2,265.7% | -11.0% |
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 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