-29.3%
IP vs MULL
+2,561.4%
-2,590.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.8% | -9.6% | +1.5% |
| 7D | -5.3% | +17.3% | -22.6% | -6.2% |
| 30D | -10.9% | +23.5% | -34.4% | -12.3% |
| 3M | +11.2% | -24.0% | +35.2% | +9.2% |
| 6M | -10.2% | +276.7% | -287.0% | -24.4% |
| YTD | -2.0% | +565.1% | -567.1% | -23.4% |
| 1Y | -19.1% | +2,802.6% | -2,821.7% | -48.6% |
| All | -29.3% | +2,561.4% | -2,590.7% | -59.3% |
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