+2,581.4%
MULL vs IBN
-1.6%
+2,583.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.7% |
| 7D | +14.8% | -5.1% | +19.9% | +19.1% |
| 30D | +36.6% | -3.5% | +40.1% | +40.1% |
| 3M | -8.9% | +11.3% | -20.2% | -15.1% |
| 6M | +311.9% | +4.4% | +307.5% | +298.6% |
| YTD | +579.8% | -1.8% | +581.6% | +588.6% |
| 1Y | +2,421.5% | -8.0% | +2,429.5% | +2,500.3% |
| All | +2,581.4% | -1.6% | +2,583.0% | +2,587.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling