+1,053.2%
MULL vs IBB
+48.3%
+1,004.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -0.3% |
| 7D | -32.2% | +0.8% | -33.0% | -30.7% |
| 30D | -55.4% | +5.2% | -60.6% | -57.5% |
| 3M | -41.3% | +8.6% | -49.9% | -49.5% |
| 6M | -44.9% | +27.8% | -72.7% | -66.8% |
| YTD | +192.4% | +28.8% | +163.6% | +76.2% |
| 1Y | +239.4% | +36.4% | +203.0% | +77.8% |
| All | +1,053.2% | +48.3% | +1,004.9% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling