+2,581.4%
MULL vs IBB
+40.3%
+2,541.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +7.1% |
| 7D | +14.8% | -3.9% | +18.7% | +23.7% |
| 30D | +36.6% | +2.7% | +33.8% | +24.9% |
| 3M | -8.9% | +21.4% | -30.2% | -42.0% |
| 6M | +311.9% | +20.1% | +291.9% | +169.4% |
| YTD | +579.8% | +21.9% | +558.0% | +335.4% |
| 1Y | +2,421.5% | +44.1% | +2,377.4% | +1,019.8% |
| All | +2,581.4% | +40.3% | +2,541.1% | +1,024.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling