+15.1%
BAC vs MULL
+1,303.2%
-1,288.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | +1.5% | +43.3% | -41.8% | -0.2% |
| 30D | -6.4% | -37.4% | +31.1% | -5.2% |
| 3M | -21.7% | -36.8% | +15.2% | -21.0% |
| 6M | +0.5% | -36.9% | +37.3% | -2.6% |
| YTD | -6.7% | +250.7% | -257.3% | -23.3% |
| 1Y | -4.7% | +337.6% | -342.3% | -24.0% |
| All | +15.1% | +1,303.2% | -1,288.0% | -29.4% |
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