+2,330.7%
MULL vs IFF
-4.6%
+2,335.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.3% | -9.0% | -9.2% |
| 7D | +3.6% | -2.8% | +6.4% | +5.3% |
| 30D | +22.0% | -1.1% | +23.1% | +22.4% |
| 3M | -8.6% | +13.8% | -22.5% | -19.7% |
| 6M | +248.5% | +16.7% | +231.8% | +196.3% |
| YTD | +516.3% | +26.1% | +490.2% | +359.4% |
| 1Y | +2,036.6% | +33.5% | +2,003.1% | +1,360.5% |
| All | +2,330.7% | -4.6% | +2,335.4% | +2,169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling