-11.5%
BA vs MULL
+260.4%
-272.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.3% | -12.9% | -1.1% |
| 7D | -1.7% | -27.1% | +25.4% | -0.9% |
| 30D | -9.5% | -54.2% | +44.8% | -7.1% |
| 3M | -26.5% | -42.0% | +15.5% | -25.6% |
| 6M | -27.4% | -43.5% | +16.1% | -29.3% |
| YTD | -20.6% | +199.9% | -220.5% | -32.1% |
| All | -11.5% | +260.4% | -272.0% | -25.5% |
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