+953.2%
MULL vs IBB
+45.9%
+907.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.4% | +5.6% |
| 7D | -42.7% | -1.8% | -40.9% | -38.2% |
| 30D | -63.8% | +5.1% | -68.8% | -65.5% |
| 3M | -49.0% | +10.7% | -59.8% | -58.4% |
| 6M | -38.2% | +22.9% | -61.1% | -59.6% |
| YTD | +167.0% | +26.7% | +140.3% | +65.7% |
| 1Y | +247.7% | +35.1% | +212.6% | +85.0% |
| All | +953.2% | +45.9% | +907.3% | +328.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling