+79.9%
BP vs MULL
+2,366.2%
-2,286.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.3% | +10.2% | +1.1% |
| 7D | +5.7% | +3.6% | +2.1% | +5.6% |
| 30D | +8.1% | +22.0% | -13.9% | +7.4% |
| 3M | +8.6% | -8.6% | +17.2% | +7.5% |
| 6M | +18.1% | +248.5% | -230.4% | +8.1% |
| YTD | +37.6% | +516.3% | -478.7% | +19.5% |
| 1Y | +39.4% | +2,036.6% | -1,997.2% | +6.2% |
| All | +79.9% | +2,366.2% | -2,286.3% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling