+15.2%
IBM vs MULL
+2,481.0%
-2,465.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.1% |
| 7D | +0.3% | +14.0% | -13.7% | +0.1% |
| 30D | -1.5% | +24.8% | -26.3% | -2.0% |
| 3M | -16.8% | -16.1% | -0.7% | -18.0% |
| 6M | -9.0% | +330.9% | -339.9% | -18.9% |
| YTD | -20.1% | +545.0% | -565.1% | -31.3% |
| 1Y | -7.0% | +2,427.1% | -2,434.1% | -28.5% |
| All | +15.2% | +2,481.0% | -2,465.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling