+2,523.1%
MULL vs IBN
+2.8%
+2,520.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +12.3% |
| 7D | +17.3% | +1.4% | +15.9% | +16.1% |
| 30D | +23.5% | -0.3% | +23.8% | +23.8% |
| 3M | -24.0% | +17.1% | -41.1% | -31.7% |
| 6M | +276.7% | +3.4% | +273.3% | +267.7% |
| YTD | +565.1% | +2.5% | +562.5% | +553.1% |
| 1Y | +2,802.6% | -4.2% | +2,806.8% | +2,806.2% |
| All | +2,523.1% | +2.8% | +2,520.4% | +2,449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling