+8.1%
BIL vs MULL
+1,303.2%
-1,295.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.1% | +43.3% | -43.2% | +0.1% |
| 30D | +0.3% | -37.4% | +37.8% | +0.3% |
| 3M | +0.9% | -36.8% | +37.8% | +0.9% |
| 6M | +1.8% | -36.9% | +38.7% | +1.8% |
| YTD | +3.1% | +250.7% | -247.5% | +3.1% |
| 1Y | +3.7% | +337.6% | -333.9% | +3.7% |
| All | +8.1% | +1,303.2% | -1,295.1% | +8.1% |
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