+45.6%
ILMN vs MULL
+1,070.1%
-1,024.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -2.4% |
| 7D | -9.8% | -32.2% | +22.5% | -7.0% |
| 30D | -22.7% | -55.4% | +32.6% | -17.5% |
| 3M | +12.1% | -41.3% | +53.3% | +16.1% |
| 6M | +51.5% | -44.9% | +96.4% | +48.2% |
| YTD | +63.9% | +192.4% | -128.5% | +27.2% |
| 1Y | +76.6% | +239.4% | -162.9% | +32.4% |
| All | +45.6% | +1,070.1% | -1,024.5% | -17.2% |
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