+42.9%
BAC vs MULL
+2,620.5%
-2,577.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.2% |
| 7D | +0.6% | +14.8% | -14.2% | 0.0% |
| 30D | -1.4% | +36.6% | -37.9% | -2.9% |
| 3M | +15.7% | -8.9% | +24.6% | +13.5% |
| 6M | +32.2% | +311.9% | -279.8% | +13.4% |
| YTD | +15.8% | +579.8% | -564.1% | -6.6% |
| 1Y | +27.3% | +2,421.5% | -2,394.3% | -13.3% |
| All | +42.9% | +2,620.5% | -2,577.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling