+9.7%
BKR vs MULL
+444.9%
-435.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -13.8% | +8.2% | -5.0% |
| 7D | -8.8% | -35.9% | +27.1% | -7.4% |
| 30D | -13.1% | -47.3% | +34.2% | -11.3% |
| 3M | -18.9% | -30.6% | +11.7% | -18.2% |
| 6M | -27.2% | +13.7% | -40.9% | -29.2% |
| YTD | +10.7% | +272.1% | -261.4% | +1.0% |
| 1Y | +9.7% | +475.1% | -465.4% | -1.8% |
| All | +9.7% | +444.9% | -435.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling