+2,581.4%
MULL vs IRM
+4.1%
+2,577.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +6.6% |
| 7D | +14.8% | +3.0% | +11.8% | +9.5% |
| 30D | +36.6% | -5.2% | +41.8% | +49.1% |
| 3M | -8.9% | -8.0% | -0.9% | +7.7% |
| 6M | +311.9% | +9.2% | +302.8% | +292.3% |
| YTD | +579.8% | +41.0% | +538.8% | +329.0% |
| 1Y | +2,421.5% | +23.3% | +2,398.3% | +1,828.5% |
| All | +2,581.4% | +4.1% | +2,577.2% | +1,980.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling