+1,947.4%
BE vs MULL
+2,481.0%
-533.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.0% | +12.6% | +10.6% |
| 7D | +29.8% | +14.0% | +15.8% | +24.2% |
| 30D | +26.4% | +24.8% | +1.6% | +16.4% |
| 3M | +9.3% | -16.1% | +25.4% | +6.5% |
| 6M | +105.1% | +330.9% | -225.8% | +3.1% |
| YTD | +219.0% | +545.0% | -326.0% | +36.4% |
| 1Y | +418.8% | +2,427.1% | -2,008.4% | +45.3% |
| All | +1,947.4% | +2,481.0% | -533.6% | +396.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling