+6.9%
BBY vs MULL
+2,620.5%
-2,613.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -1.7% |
| 7D | +1.2% | +14.8% | -13.6% | +0.4% |
| 30D | +6.8% | +36.6% | -29.8% | +4.6% |
| 3M | +18.7% | -8.9% | +27.6% | +15.8% |
| 6M | +37.3% | +311.9% | -274.6% | +12.2% |
| YTD | +35.3% | +579.8% | -544.5% | -0.1% |
| 1Y | +20.7% | +2,421.5% | -2,400.9% | -30.4% |
| All | +6.9% | +2,620.5% | -2,613.5% | -47.4% |
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 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