+116.0%
BNY vs MULL
+2,366.2%
-2,250.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.4% | +0.5% |
| 7D | -1.1% | +3.6% | -4.7% | -1.3% |
| 30D | +1.4% | +22.0% | -20.6% | +0.2% |
| 3M | +16.8% | -8.6% | +25.4% | +14.4% |
| 6M | +42.0% | +248.5% | -206.5% | +24.9% |
| YTD | +41.9% | +516.3% | -474.4% | +17.5% |
| 1Y | +59.2% | +2,036.6% | -1,977.4% | +14.8% |
| All | +116.0% | +2,366.2% | -2,250.1% | +38.5% |
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