+2.8%
BN vs MULL
+2,481.0%
-2,478.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.4% |
| 7D | -1.2% | +14.0% | -15.2% | -2.2% |
| 30D | -10.9% | +24.8% | -35.7% | -12.7% |
| 3M | -11.1% | -16.1% | +5.0% | -13.4% |
| 6M | -4.4% | +330.9% | -335.3% | -25.7% |
| YTD | -14.1% | +545.0% | -559.1% | -38.2% |
| 1Y | -11.1% | +2,427.1% | -2,438.2% | -49.6% |
| All | +2.8% | +2,481.0% | -2,478.2% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling