+5.5%
BN vs MULL
+2,561.4%
-2,555.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.8% | -12.1% | -1.1% |
| 7D | -2.5% | +17.3% | -19.8% | -3.7% |
| 30D | -9.5% | +23.5% | -33.0% | -11.2% |
| 3M | -10.4% | -24.0% | +13.6% | -12.3% |
| 6M | -6.4% | +276.7% | -283.1% | -26.1% |
| YTD | -11.9% | +565.1% | -576.9% | -36.8% |
| 1Y | -8.6% | +2,802.6% | -2,811.2% | -49.3% |
| All | +5.5% | +2,561.4% | -2,555.8% | -48.1% |
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