+10.3%
BN vs MULL
+1,351.1%
-1,340.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +24.0% | -24.8% | -2.4% |
| 7D | -2.4% | -2.5% | +0.1% | -2.9% |
| 30D | +13.5% | -40.1% | +53.6% | +16.1% |
| 3M | -5.9% | -28.2% | +22.3% | -5.7% |
| 6M | -8.9% | -39.6% | +30.7% | -13.2% |
| YTD | -7.9% | +262.6% | -270.5% | -32.1% |
| 1Y | -8.3% | +366.2% | -374.5% | -35.6% |
| All | +10.3% | +1,351.1% | -1,340.8% | -44.3% |
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 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