+475.1%
MULL vs IRM
+19.5%
+455.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.4% | -16.2% |
| 7D | -35.9% | +2.6% | -38.5% | -38.5% |
| 30D | -47.3% | +5.6% | -53.0% | -51.3% |
| 3M | -30.6% | -4.7% | -25.9% | -24.8% |
| 6M | +13.7% | -6.1% | +19.8% | +32.1% |
| YTD | +272.1% | +46.3% | +225.8% | +194.3% |
| 1Y | +475.1% | +18.7% | +456.4% | +432.8% |
| All | +475.1% | +19.5% | +455.6% | +432.8% |
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