+2,802.6%
MULL vs IRM
+34.4%
+2,768.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.6% | +10.2% | +9.6% |
| 7D | +17.3% | -0.5% | +17.8% | +17.9% |
| 30D | +23.5% | -8.1% | +31.6% | +39.3% |
| 3M | -24.0% | -9.7% | -14.3% | -9.5% |
| 6M | +276.7% | +10.0% | +266.7% | +284.4% |
| YTD | +565.1% | +43.0% | +522.1% | +432.8% |
| 1Y | +2,802.6% | +32.7% | +2,769.9% | +2,535.3% |
| All | +2,802.6% | +34.4% | +2,768.2% | +2,535.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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