+1,031.6%
MULL vs IRE
-82.8%
+1,114.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.2% | -13.3% | -7.0% |
| 7D | +14.0% | +58.9% | -44.9% | -5.4% |
| 30D | +24.8% | +17.2% | +7.6% | +13.4% |
| 3M | -16.1% | -58.6% | +42.5% | +2.7% |
| 6M | +330.9% | -23.5% | +354.4% | +320.9% |
| YTD | +545.0% | -47.4% | +592.4% | +525.2% |
| All | +1,031.6% | -82.8% | +1,114.4% | +1,228.1% |
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