+42.9%
BAC vs MULL
+2,561.4%
-2,518.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.8% | -11.9% | -0.6% |
| 7D | +1.1% | +17.3% | -16.2% | +0.4% |
| 30D | -0.4% | +23.5% | -23.9% | -1.5% |
| 3M | +16.9% | -24.0% | +40.9% | +15.4% |
| 6M | +26.6% | +276.7% | -250.1% | +9.2% |
| YTD | +15.8% | +565.1% | -549.3% | -6.5% |
| 1Y | +27.2% | +2,802.6% | -2,775.4% | -15.1% |
| All | +42.9% | +2,561.4% | -2,518.5% | -13.9% |
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