+2,802.6%
MULL vs IAG
+119.5%
+2,683.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.2% | +14.0% | +13.6% |
| 7D | +17.3% | -0.5% | +17.8% | +17.4% |
| 30D | +23.5% | +28.9% | -5.4% | -3.1% |
| 3M | -24.0% | +19.1% | -43.1% | -33.8% |
| 6M | +276.7% | -10.3% | +287.0% | +283.1% |
| YTD | +565.1% | +24.2% | +540.9% | +431.7% |
| 1Y | +2,802.6% | +116.5% | +2,686.1% | +1,518.3% |
| All | +2,802.6% | +119.5% | +2,683.1% | +1,518.3% |
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