+2,444.0%
MULL vs INDA
-8.4%
+2,452.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | +0.8% |
| 7D | +14.0% | -1.0% | +15.0% | +16.7% |
| 30D | +24.8% | -2.5% | +27.4% | +32.8% |
| 3M | -16.1% | +4.0% | -20.1% | -20.6% |
| 6M | +330.9% | -1.8% | +332.7% | +360.8% |
| YTD | +545.0% | -9.2% | +554.2% | +720.4% |
| 1Y | +2,427.1% | -7.2% | +2,434.3% | +2,928.5% |
| All | +2,444.0% | -8.4% | +2,452.4% | +2,503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling