+123.4%
ILMN vs MULL
+3,061.6%
-2,938.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.8% | -13.4% | -2.3% |
| 7D | +1.2% | +17.3% | -16.1% | +0.2% |
| 30D | +9.2% | +23.5% | -14.3% | +7.5% |
| 3M | +29.8% | -24.0% | +53.8% | +27.4% |
| 6M | +69.2% | +276.7% | -207.5% | +44.2% |
| YTD | +66.4% | +565.1% | -498.7% | +30.4% |
| 1Y | +123.4% | +2,802.6% | -2,679.2% | +19.7% |
| All | +123.4% | +3,061.6% | -2,938.2% | +19.7% |
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 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