+2,444.0%
MULL vs IAG
+291.2%
+2,152.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -1.8% |
| 7D | +14.0% | +4.3% | +9.7% | +10.6% |
| 30D | +24.8% | +9.8% | +15.0% | +16.3% |
| 3M | -16.1% | +28.9% | -45.0% | -28.6% |
| 6M | +330.9% | -7.6% | +338.5% | +340.6% |
| YTD | +545.0% | +22.0% | +523.0% | +459.7% |
| 1Y | +2,427.1% | +99.5% | +2,327.6% | +1,628.4% |
| All | +2,444.0% | +291.2% | +2,152.7% | +981.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling