-8.8%
IT vs MULL
+444.9%
-453.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.8% | +15.2% | +0.4% |
| 7D | -5.5% | -35.9% | +30.4% | -8.3% |
| 30D | +10.3% | -47.3% | +57.7% | +6.0% |
| 3M | +11.5% | -30.6% | +42.1% | +10.0% |
| 6M | +40.3% | +13.7% | +26.6% | +40.1% |
| YTD | -17.9% | +272.1% | -290.0% | -15.7% |
| 1Y | -8.8% | +475.1% | -483.9% | -7.2% |
| All | -8.8% | +444.9% | -453.7% | -7.2% |
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 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