+337.6%
MULL vs IRE
-97.7%
+435.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.5% | +10.2% | +2.3% |
| 7D | +43.3% | +11.1% | +32.2% | +33.2% |
| 30D | -37.4% | -75.2% | +37.7% | +4.8% |
| 3M | -36.8% | -86.4% | +49.5% | +27.5% |
| 6M | -36.9% | -94.8% | +58.0% | +67.3% |
| YTD | +250.7% | -93.3% | +343.9% | +632.0% |
| 1Y | +337.6% | -97.5% | +435.1% | +934.4% |
| All | +337.6% | -97.7% | +435.3% | +934.4% |
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 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