+475.1%
MULL vs IAG
+56.5%
+418.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.2% | -24.0% | -21.8% |
| 7D | -35.9% | +1.1% | -37.0% | -37.5% |
| 30D | -47.3% | -5.3% | -42.1% | -45.8% |
| 3M | -30.6% | +18.0% | -48.6% | -42.7% |
| 6M | +13.7% | +7.1% | +6.6% | +8.8% |
| YTD | +272.1% | +5.9% | +266.2% | +234.3% |
| 1Y | +475.1% | +59.4% | +415.7% | +156.3% |
| All | +475.1% | +56.5% | +418.5% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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