+42.0%
ILMN vs MULL
+1,303.2%
-1,261.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | +0.7% | +43.3% | -42.5% | -3.0% |
| 30D | -22.7% | -37.4% | +14.7% | -20.2% |
| 3M | +8.6% | -36.8% | +45.5% | +11.3% |
| 6M | +43.8% | -36.9% | +80.7% | +38.8% |
| YTD | +59.8% | +250.7% | -190.9% | +21.6% |
| 1Y | +71.8% | +337.6% | -265.8% | +25.2% |
| All | +42.0% | +1,303.2% | -1,261.2% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling