+11.2%
BN vs MULL
+1,070.1%
-1,058.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | +4.3% | -32.2% | +36.5% | +6.3% |
| 30D | +14.3% | -55.4% | +69.7% | +19.4% |
| 3M | -4.1% | -41.3% | +37.2% | -2.4% |
| 6M | -9.7% | -44.9% | +35.2% | -13.7% |
| YTD | -7.1% | +192.4% | -199.5% | -30.5% |
| 1Y | -7.4% | +239.4% | -246.9% | -33.1% |
| All | +11.2% | +1,070.1% | -1,058.9% | -43.0% |
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