+18.4%
IDXX vs MULL
+2,337.2%
-2,318.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -5.7% | -8.4% | +2.7% | -5.4% |
| 30D | -11.5% | +9.7% | -21.2% | -12.0% |
| 3M | -9.5% | -26.8% | +17.2% | -10.2% |
| 6M | -16.0% | +220.7% | -236.7% | -27.5% |
| YTD | -25.4% | +509.0% | -534.4% | -40.3% |
| 1Y | -21.8% | +1,739.5% | -1,761.3% | -45.3% |
| All | +18.4% | +2,337.2% | -2,318.7% | -27.1% |
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