+18.0%
BLK vs MULL
+444.9%
-426.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -13.8% | +19.2% | +5.7% |
| 7D | +5.7% | -35.9% | +41.7% | +6.7% |
| 30D | +14.8% | -47.3% | +62.1% | +16.2% |
| 3M | +8.8% | -30.6% | +39.4% | +9.2% |
| 6M | +17.6% | +13.7% | +3.9% | +10.2% |
| YTD | +16.3% | +272.1% | -255.8% | +0.7% |
| 1Y | +18.0% | +475.1% | -457.1% | -0.8% |
| All | +18.0% | +444.9% | -426.9% | -0.8% |
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