+475.1%
MULL vs INDA
-7.3%
+482.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.7% | -16.5% | -17.9% |
| 7D | -35.9% | +6.9% | -42.8% | -43.7% |
| 30D | -47.3% | +7.4% | -54.8% | -54.6% |
| 3M | -30.6% | -1.0% | -29.6% | -28.2% |
| 6M | +13.7% | +2.9% | +10.8% | +11.4% |
| YTD | +272.1% | -7.4% | +279.6% | +337.1% |
| 1Y | +475.1% | -7.4% | +482.5% | +557.9% |
| All | +475.1% | -7.3% | +482.4% | +557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling