+22.3%
IBM vs MULL
+1,303.2%
-1,280.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.4% |
| 7D | -0.3% | +43.3% | -43.6% | -1.0% |
| 30D | +6.8% | -37.4% | +44.2% | +7.3% |
| 3M | +4.4% | -36.8% | +41.2% | +4.7% |
| 6M | +13.2% | -36.9% | +50.0% | +10.0% |
| YTD | -15.1% | +250.7% | -265.8% | -26.6% |
| 1Y | -20.2% | +337.6% | -357.8% | -32.5% |
| All | +22.3% | +1,303.2% | -1,280.9% | -11.7% |
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