-21.8%
BAX vs MULL
+2,561.4%
-2,583.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.8% | -10.8% | +0.5% |
| 7D | -1.1% | +17.3% | -18.5% | -1.9% |
| 30D | -5.5% | +23.5% | -29.0% | -6.6% |
| 3M | +33.5% | -24.0% | +57.5% | +31.1% |
| 6M | +35.9% | +276.7% | -240.9% | +13.8% |
| YTD | +35.4% | +565.1% | -529.7% | +5.5% |
| 1Y | +9.8% | +2,802.6% | -2,792.8% | -29.7% |
| All | -21.8% | +2,561.4% | -2,583.1% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling