+42.2%
BAC vs MULL
+2,481.0%
-2,438.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.3% |
| 7D | +1.2% | +14.0% | -12.8% | +0.6% |
| 30D | -0.7% | +24.8% | -25.5% | -1.9% |
| 3M | +16.9% | -16.1% | +33.0% | +15.1% |
| 6M | +29.6% | +330.9% | -301.3% | +10.5% |
| YTD | +15.3% | +545.0% | -529.7% | -6.8% |
| 1Y | +28.8% | +2,427.1% | -2,398.3% | -12.7% |
| All | +42.2% | +2,481.0% | -2,438.8% | -14.2% |
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 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