+75.2%
BP vs MULL
+2,481.0%
-2,405.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.5% | +2.5% |
| 7D | +0.9% | +14.0% | -13.1% | +0.6% |
| 30D | +9.1% | +24.8% | -15.7% | +8.4% |
| 3M | +3.9% | -16.1% | +20.0% | +3.2% |
| 6M | +13.6% | +330.9% | -317.3% | +2.8% |
| YTD | +34.0% | +545.0% | -511.0% | +16.3% |
| 1Y | +39.2% | +2,427.1% | -2,388.0% | +4.5% |
| All | +75.2% | +2,481.0% | -2,405.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling