+1,211.6%
MULL vs IBN
+17.1%
+1,194.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.5% | -5.3% |
| 7D | +24.5% | +1.9% | +22.7% | +23.8% |
| 30D | -35.5% | +22.1% | -57.6% | -41.8% |
| 3M | -44.8% | +17.1% | -61.9% | -48.7% |
| 6M | -45.5% | +35.5% | -81.0% | -54.2% |
| YTD | +232.5% | +16.8% | +215.7% | +209.5% |
| 1Y | +343.3% | +12.4% | +330.9% | +319.7% |
| All | +1,211.6% | +17.1% | +1,194.5% | +1,108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling