+2,444.0%
MULL vs IBB
+41.6%
+2,402.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | +1.2% |
| 7D | +14.0% | -1.7% | +15.6% | +17.6% |
| 30D | +24.8% | +4.9% | +19.9% | +9.3% |
| 3M | -16.1% | +24.2% | -40.3% | -49.2% |
| 6M | +330.9% | +23.8% | +307.1% | +164.5% |
| YTD | +545.0% | +23.0% | +522.0% | +306.3% |
| 1Y | +2,427.1% | +46.2% | +2,381.0% | +992.3% |
| All | +2,444.0% | +41.6% | +2,402.4% | +949.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling