+1,211.6%
MULL vs IAG
+237.0%
+974.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.2% | -5.9% |
| 7D | +24.5% | -7.7% | +32.2% | +30.9% |
| 30D | -35.5% | +1.6% | -37.1% | -37.1% |
| 3M | -44.8% | -2.4% | -42.4% | -44.8% |
| 6M | -45.5% | -7.8% | -37.6% | -42.8% |
| YTD | +232.5% | +5.0% | +227.5% | +216.0% |
| 1Y | +343.3% | +25.7% | +317.6% | +280.8% |
| All | +1,211.6% | +237.0% | +974.6% | +510.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling