+1,211.6%
MULL vs IVZ
+75.4%
+1,136.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.5% | -8.6% |
| 7D | +24.5% | +7.6% | +16.9% | +11.5% |
| 30D | -35.5% | +4.3% | -39.8% | -37.1% |
| 3M | -44.8% | -9.3% | -35.4% | -34.2% |
| 6M | -45.5% | +5.2% | -50.7% | -45.6% |
| YTD | +232.5% | +13.4% | +219.1% | +193.6% |
| 1Y | +343.3% | +25.4% | +317.9% | +241.3% |
| All | +1,211.6% | +75.4% | +1,136.1% | +402.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling