+413.0%
MULL vs IRE
-97.7%
+510.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -15.8% | +13.3% | +3.9% |
| 7D | -32.2% | -41.9% | +9.7% | -16.6% |
| 30D | -55.4% | -75.1% | +19.7% | -26.0% |
| 3M | -41.3% | -82.4% | +41.1% | +5.9% |
| 6M | -44.9% | -95.5% | +50.6% | +47.6% |
| YTD | +192.4% | -93.1% | +285.5% | +489.6% |
| 1Y | +239.4% | -97.8% | +337.2% | +771.6% |
| All | +413.0% | -97.7% | +510.7% | +1,152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling