-0.1%
BAX vs MULL
+2,529.3%
-2,529.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.0% |
| 7D | -5.1% | +14.8% | -19.9% | -5.2% |
| 30D | -12.2% | +36.6% | -48.7% | -12.5% |
| 3M | +21.8% | -8.9% | +30.7% | +20.1% |
| 6M | +36.3% | +311.9% | -275.6% | +22.9% |
| YTD | +27.8% | +579.8% | -552.0% | +10.9% |
| 1Y | -0.1% | +2,421.5% | -2,421.6% | -30.4% |
| All | -0.1% | +2,529.3% | -2,529.4% | -30.4% |
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 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