-11.6%
MULL vs INIO
-36.7%
+25.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.8% | +10.2% | +13.0% |
| 7D | +14.8% | +3.5% | +11.2% | +6.7% |
| 30D | +36.6% | -23.4% | +60.0% | +106.3% |
| 3M | -8.9% | -38.4% | +29.5% | +147.4% |
| All | -11.6% | -36.7% | +25.2% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling