+2.1%
ITW vs MULL
+2,366.2%
-2,364.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.3% | +9.8% | +0.7% |
| 7D | -2.4% | +3.6% | -6.0% | -2.5% |
| 30D | -9.5% | +22.0% | -31.6% | -10.2% |
| 3M | +6.6% | -8.6% | +15.3% | +5.5% |
| 6M | -1.8% | +248.5% | -250.3% | -10.2% |
| YTD | +9.0% | +516.3% | -507.3% | -4.4% |
| 1Y | +3.6% | +2,036.6% | -2,033.1% | -18.2% |
| All | +2.1% | +2,366.2% | -2,364.1% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling