+18.7%
BA vs MULL
+1,100.2%
-1,081.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.3% | -12.9% | -1.4% |
| 7D | -1.7% | -27.1% | +25.4% | -0.4% |
| 30D | -9.5% | -54.2% | +44.8% | -5.7% |
| 3M | -26.5% | -42.0% | +15.5% | -25.1% |
| 6M | -27.4% | -43.5% | +16.1% | -29.9% |
| YTD | -20.6% | +199.9% | -220.5% | -36.8% |
| 1Y | -11.4% | +292.8% | -304.3% | -32.4% |
| All | +18.7% | +1,100.2% | -1,081.4% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling