+18.2%
BA vs MULL
+1,303.2%
-1,285.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.5% |
| 7D | -0.6% | +43.3% | -43.8% | -3.0% |
| 30D | -8.0% | -37.4% | +29.4% | -6.3% |
| 3M | -25.8% | -36.8% | +11.0% | -24.9% |
| 6M | -27.6% | -36.9% | +9.3% | -30.5% |
| YTD | -21.0% | +250.7% | -271.6% | -37.8% |
| 1Y | -12.3% | +337.6% | -349.9% | -33.3% |
| All | +18.2% | +1,303.2% | -1,285.0% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling