+2,330.7%
MULL vs INDA
-10.2%
+2,341.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.2% | -6.7% |
| 7D | +3.6% | -3.6% | +7.2% | +12.9% |
| 30D | +22.0% | -4.0% | +26.0% | +34.3% |
| 3M | -8.6% | +1.7% | -10.4% | -9.1% |
| 6M | +248.5% | -3.6% | +252.2% | +289.8% |
| YTD | +516.3% | -11.0% | +527.3% | +721.8% |
| 1Y | +2,036.6% | -9.5% | +2,046.1% | +2,617.9% |
| All | +2,330.7% | -10.2% | +2,341.0% | +2,508.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling