+1,066.8%
MULL vs IRE
-84.4%
+1,151.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +14.0% | -2.2% | +6.4% |
| 7D | +17.3% | +54.8% | -37.5% | -1.3% |
| 30D | +23.5% | +18.4% | +5.1% | +11.2% |
| 3M | -24.0% | -66.7% | +42.8% | +2.5% |
| 6M | +276.7% | -52.3% | +329.1% | +323.0% |
| YTD | +565.1% | -52.3% | +617.4% | +572.0% |
| All | +1,066.8% | -84.4% | +1,151.2% | +1,327.3% |
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