+2,302.1%
MULL vs IFF
-5.1%
+2,307.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -8.4% | -3.2% | -5.3% | -6.7% |
| 30D | +9.7% | -0.3% | +10.0% | +9.5% |
| 3M | -26.8% | +8.4% | -35.2% | -33.3% |
| 6M | +220.7% | +23.0% | +197.7% | +160.0% |
| YTD | +509.0% | +25.5% | +483.6% | +355.5% |
| 1Y | +1,739.5% | +29.1% | +1,710.5% | +1,209.2% |
| All | +2,302.1% | -5.1% | +2,307.3% | +2,149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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