+475.1%
MULL vs IBN
+4.2%
+470.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.8% | -17.5% | -15.0% |
| 7D | -35.9% | +8.9% | -44.8% | -38.5% |
| 30D | -47.3% | +12.6% | -60.0% | -51.5% |
| 3M | -30.6% | +3.1% | -33.6% | -31.0% |
| 6M | +13.7% | +20.6% | -6.9% | -1.3% |
| YTD | +272.1% | +5.8% | +266.3% | +264.9% |
| 1Y | +475.1% | +3.7% | +471.4% | +443.1% |
| All | +475.1% | +4.2% | +470.9% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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