-26.8%
BAX vs MULL
+2,366.2%
-2,392.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.3% | +8.5% | -0.4% |
| 7D | -5.4% | +3.6% | -9.0% | -5.6% |
| 30D | -12.4% | +22.0% | -34.4% | -13.4% |
| 3M | +19.1% | -8.6% | +27.7% | +15.9% |
| 6M | +38.6% | +248.5% | -209.9% | +16.6% |
| YTD | +26.7% | +516.3% | -489.6% | -0.9% |
| 1Y | +1.0% | +2,036.6% | -2,035.6% | -33.3% |
| All | -26.8% | +2,366.2% | -2,392.9% | -57.6% |
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