+248.5%
MULL vs IFF
+16.5%
+232.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.3% |
| 7D | +3.6% | -2.8% | +6.4% | +3.8% |
| 30D | +22.0% | -1.1% | +23.1% | +22.1% |
| 3M | -8.6% | +13.8% | -22.5% | -12.7% |
| 6M | +248.5% | +16.7% | +231.8% | +235.2% |
| All | +248.5% | +16.5% | +232.1% | +235.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling