+1,391.4%
BE vs MULL
+1,303.2%
+88.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.5% |
| 7D | +20.5% | +43.3% | -22.7% | +6.6% |
| 30D | -23.4% | -37.4% | +14.1% | -12.2% |
| 3M | -14.9% | -36.8% | +22.0% | -5.1% |
| 6M | -28.1% | -36.9% | +8.8% | -29.6% |
| YTD | +132.4% | +250.7% | -118.3% | +17.7% |
| 1Y | +59.4% | +337.6% | -278.2% | -26.4% |
| All | +1,391.4% | +1,303.2% | +88.2% | +328.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling