+19.4%
BA vs MULL
+968.6%
-949.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.1% | -8.6% | -0.1% |
| 7D | +1.1% | -42.7% | +43.8% | +4.1% |
| 30D | -7.9% | -63.8% | +55.8% | -2.7% |
| 3M | -25.3% | -49.0% | +23.7% | -23.3% |
| 6M | -24.6% | -38.2% | +13.6% | -28.2% |
| YTD | -20.1% | +167.0% | -187.2% | -35.9% |
| 1Y | -11.8% | +247.7% | -259.5% | -32.0% |
| All | +19.4% | +968.6% | -949.1% | -30.9% |
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 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