+2,802.6%
MULL vs IBB
+51.5%
+2,751.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +13.3% |
| 7D | +17.3% | +1.4% | +15.9% | +14.2% |
| 30D | +23.5% | +10.5% | +13.0% | -2.1% |
| 3M | -24.0% | +23.6% | -47.6% | -52.4% |
| 6M | +276.7% | +22.6% | +254.1% | +144.2% |
| YTD | +565.1% | +25.7% | +539.4% | +308.2% |
| 1Y | +2,802.6% | +51.4% | +2,751.2% | +897.9% |
| All | +2,802.6% | +51.5% | +2,751.1% | +897.9% |
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