+22.9%
ITW vs MULL
+444.9%
-422.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.8% | +16.1% | +2.3% |
| 7D | +6.3% | -35.9% | +42.2% | +6.2% |
| 30D | +11.1% | -47.3% | +58.4% | +11.0% |
| 3M | +0.1% | -30.6% | +30.7% | 0.0% |
| 6M | +18.1% | +13.7% | +4.4% | +16.7% |
| YTD | +21.4% | +272.1% | -250.7% | +17.3% |
| 1Y | +22.9% | +475.1% | -452.2% | +19.8% |
| All | +22.9% | +444.9% | -422.0% | +19.8% |
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