+22.9%
BMY vs MULL
+2,561.4%
-2,538.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.8% | -13.7% | -1.8% |
| 7D | +0.4% | +17.3% | -16.9% | +0.5% |
| 30D | +5.0% | +23.5% | -18.5% | +5.1% |
| 3M | +19.4% | -24.0% | +43.4% | +19.2% |
| 6M | +9.5% | +276.7% | -267.2% | +6.9% |
| YTD | +28.1% | +565.1% | -537.0% | +23.3% |
| 1Y | +50.0% | +2,802.6% | -2,752.6% | +38.6% |
| All | +22.9% | +2,561.4% | -2,538.5% | +9.7% |
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