+1.6%
ITW vs MULL
+2,620.5%
-2,618.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.2% | -1.9% |
| 7D | -1.9% | +14.8% | -16.7% | -2.3% |
| 30D | -10.4% | +36.6% | -46.9% | -11.3% |
| 3M | +3.5% | -8.9% | +12.4% | +2.5% |
| 6M | -3.4% | +311.9% | -315.3% | -12.2% |
| YTD | +8.5% | +579.8% | -571.3% | -5.1% |
| 1Y | +3.2% | +2,421.5% | -2,418.3% | -19.1% |
| All | +1.6% | +2,620.5% | -2,618.8% | -27.0% |
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