+37.9%
BAX vs MULL
+345.2%
-307.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.3% |
| 7D | +0.4% | +43.3% | -42.9% | +0.1% |
| 30D | +3.4% | -37.4% | +40.9% | +3.6% |
| 3M | -4.5% | -36.8% | +32.4% | -4.3% |
| 6M | +44.0% | -36.9% | +80.9% | +40.6% |
| YTD | +34.9% | +250.7% | -215.8% | +22.5% |
| All | +37.9% | +345.2% | -307.3% | +25.6% |
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 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