+2,036.6%
MULL vs IRM
+20.9%
+2,015.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.3% | -6.5% |
| 7D | +3.6% | -1.8% | +5.4% | +6.7% |
| 30D | +22.0% | -7.8% | +29.8% | +37.4% |
| 3M | -8.6% | -7.9% | -0.8% | +6.2% |
| 6M | +248.5% | +6.3% | +242.2% | +273.5% |
| YTD | +516.3% | +38.2% | +478.1% | +423.2% |
| 1Y | +2,036.6% | +19.8% | +2,016.8% | +1,979.3% |
| All | +2,036.6% | +20.9% | +2,015.7% | +1,979.3% |
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