+1,739.5%
MULL vs IVZ
+49.7%
+1,689.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.7% |
| 7D | -8.4% | -2.4% | -6.0% | -5.3% |
| 30D | +9.7% | +3.0% | +6.7% | +4.7% |
| 3M | -26.8% | +14.9% | -41.6% | -37.9% |
| 6M | +220.7% | +36.7% | +184.0% | +126.1% |
| YTD | +509.0% | +25.7% | +483.4% | +343.0% |
| 1Y | +1,739.5% | +47.7% | +1,691.8% | +940.7% |
| All | +1,739.5% | +49.7% | +1,689.8% | +940.7% |
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