+475.1%
MULL vs IBB
+42.2%
+432.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -17.7% |
| 7D | -35.9% | +2.2% | -38.1% | -38.3% |
| 30D | -47.3% | +6.3% | -53.7% | -51.9% |
| 3M | -30.6% | +16.3% | -46.9% | -48.0% |
| 6M | +13.7% | +30.0% | -16.3% | -31.1% |
| YTD | +272.1% | +31.1% | +241.0% | +128.3% |
| 1Y | +475.1% | +42.0% | +433.1% | +205.5% |
| All | +475.1% | +42.2% | +432.9% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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