+2,444.0%
MULL vs IVZ
+94.7%
+2,349.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | +0.1% |
| 7D | +14.0% | +1.1% | +12.9% | +12.2% |
| 30D | +24.8% | +3.1% | +21.7% | +19.0% |
| 3M | -16.1% | +18.2% | -34.3% | -31.9% |
| 6M | +330.9% | +38.6% | +292.3% | +184.9% |
| YTD | +545.0% | +25.9% | +519.1% | +370.9% |
| 1Y | +2,427.1% | +51.7% | +2,375.5% | +1,337.7% |
| All | +2,444.0% | +94.7% | +2,349.3% | +705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling