+50.4%
BAX vs MULL
-38.7%
+89.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +24.0% | -24.3% | -0.2% |
| 7D | -0.6% | -2.5% | +1.9% | -0.6% |
| 30D | +6.3% | -40.1% | +46.4% | +5.8% |
| 3M | -4.6% | -28.2% | +23.6% | -4.5% |
| 6M | +50.4% | -39.6% | +90.0% | +51.1% |
| All | +50.4% | -38.7% | +89.1% | +51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling