+1,888.8%
BE vs MULL
+2,620.5%
-731.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -4.6% |
| 7D | +23.9% | +14.8% | +9.2% | +18.2% |
| 30D | +27.8% | +36.6% | -8.7% | +14.2% |
| 3M | +3.7% | -8.9% | +12.6% | -1.7% |
| 6M | +78.0% | +311.9% | -234.0% | -9.4% |
| YTD | +209.9% | +579.8% | -369.9% | +30.1% |
| 1Y | +389.6% | +2,421.5% | -2,031.9% | +36.7% |
| All | +1,888.8% | +2,620.5% | -731.7% | +373.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling