+483.4%
MULL vs IRE
-98.1%
+581.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.4% | +9.2% | +0.7% |
| 7D | +24.5% | -31.8% | +56.4% | +44.3% |
| 30D | -35.5% | -71.8% | +36.2% | +3.3% |
| 3M | -44.8% | -88.9% | +44.1% | +19.6% |
| 6M | -45.5% | -95.4% | +49.9% | +49.7% |
| YTD | +232.5% | -94.2% | +326.8% | +622.6% |
| 1Y | +343.3% | -97.1% | +440.3% | +990.5% |
| All | +483.4% | -98.1% | +581.5% | +1,434.9% |
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