+36.6%
BP vs MULL
+444.9%
-408.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -13.8% | +9.6% | -4.4% |
| 7D | -8.4% | -35.9% | +27.5% | -9.1% |
| 30D | +2.2% | -47.3% | +49.6% | +1.2% |
| 3M | +8.8% | -30.6% | +39.4% | +8.3% |
| 6M | -0.5% | +13.7% | -14.2% | +1.3% |
| YTD | +36.2% | +272.1% | -235.9% | +38.9% |
| 1Y | +36.6% | +475.1% | -438.5% | +38.9% |
| All | +36.6% | +444.9% | -408.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling