+368.5%
MULL vs IRE
-97.2%
+465.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +39.6% | -30.5% | -6.9% |
| 7D | -42.7% | -27.2% | -15.5% | -35.6% |
| 30D | -63.8% | -75.1% | +11.4% | -39.7% |
| 3M | -49.0% | -77.9% | +28.8% | -16.5% |
| 6M | -38.2% | -94.6% | +56.4% | +55.0% |
| YTD | +167.0% | -91.5% | +258.6% | +400.9% |
| 1Y | +247.7% | -97.8% | +345.6% | +776.4% |
| All | +368.5% | -97.2% | +465.7% | +964.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling