+475.1%
MULL vs IRE
-97.6%
+572.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -23.2% | +9.5% | -4.5% |
| 7D | -35.9% | -46.8% | +10.9% | -18.9% |
| 30D | -47.3% | -75.5% | +28.2% | -12.7% |
| 3M | -30.6% | -79.4% | +48.8% | +16.7% |
| 6M | +13.7% | -91.3% | +105.0% | +144.9% |
| YTD | +272.1% | -90.8% | +362.9% | +581.3% |
| 1Y | +475.1% | -97.7% | +572.8% | +1,293.3% |
| All | +475.1% | -97.6% | +572.6% | +1,293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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