+1,767.6%
BE vs MULL
+2,561.4%
-793.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +11.8% | -4.5% | +3.5% |
| 7D | +20.0% | +17.3% | +2.7% | +13.6% |
| 30D | +7.9% | +23.5% | -15.6% | -0.1% |
| 3M | -13.2% | -24.0% | +10.8% | -14.2% |
| 6M | +53.5% | +276.7% | -223.3% | -19.0% |
| YTD | +191.0% | +565.1% | -374.0% | +23.3% |
| 1Y | +360.5% | +2,802.6% | -2,442.1% | +24.2% |
| All | +1,767.6% | +2,561.4% | -793.8% | +349.1% |
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