+2,302.1%
MULL vs IVZ
+94.3%
+2,207.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 3M | -26.8% | +14.9% | -41.6% | -38.7% |
| 6M | +220.7% | +36.7% | +184.0% | +115.6% |
| YTD | +509.0% | +25.7% | +483.4% | +345.6% |
| 1Y | +1,739.5% | +47.7% | +1,691.8% | +983.3% |
| All | +2,302.1% | +94.3% | +2,207.8% | +662.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling