+46.2%
BA vs MULL
+2,561.4%
-2,515.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.8% | -11.0% | 0.0% |
| 7D | +1.2% | +17.3% | -16.1% | 0.0% |
| 30D | -11.6% | +23.5% | -35.1% | -13.2% |
| 3M | -2.4% | -24.0% | +21.6% | -4.2% |
| 6M | -6.6% | +276.7% | -283.4% | -22.9% |
| YTD | -2.2% | +565.1% | -567.3% | -25.1% |
| 1Y | -8.0% | +2,802.6% | -2,810.6% | -42.0% |
| All | +46.2% | +2,561.4% | -2,515.1% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling