+2,802.6%
MULL vs IVZ
+56.4%
+2,746.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.7% | +10.3% |
| 7D | +17.3% | +0.6% | +16.7% | +16.3% |
| 30D | +23.5% | +4.0% | +19.5% | +16.4% |
| 3M | -24.0% | +18.2% | -42.2% | -37.0% |
| 6M | +276.7% | +32.8% | +243.9% | +172.5% |
| YTD | +565.1% | +28.7% | +536.3% | +365.8% |
| 1Y | +2,802.6% | +55.4% | +2,747.2% | +1,344.2% |
| All | +2,802.6% | +56.4% | +2,746.1% | +1,344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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