+48.0%
BAX vs MULL
+444.9%
-396.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.8% | +17.7% | +4.0% |
| 7D | +4.1% | -35.9% | +40.0% | +4.2% |
| 30D | +9.4% | -47.3% | +56.8% | +9.6% |
| 3M | -6.5% | -30.6% | +24.1% | -6.4% |
| 6M | +59.6% | +13.7% | +45.9% | +53.6% |
| YTD | +38.9% | +272.1% | -233.3% | +29.3% |
| 1Y | +48.0% | +475.1% | -427.1% | +38.3% |
| All | +48.0% | +444.9% | -396.9% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling