-10.6%
BA vs MULL
+444.9%
-455.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -13.8% | +15.9% | +2.6% |
| 7D | +5.9% | -35.9% | +41.8% | +7.6% |
| 30D | -8.2% | -47.3% | +39.2% | -6.1% |
| 3M | -25.4% | -30.6% | +5.2% | -24.8% |
| 6M | -20.0% | +13.7% | -33.7% | -24.7% |
| YTD | -18.5% | +272.1% | -290.6% | -29.8% |
| 1Y | -10.6% | +475.1% | -485.7% | -25.4% |
| All | -10.6% | +444.9% | -455.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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