+71.0%
BP vs MULL
+2,561.4%
-2,490.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.8% | -11.3% | +0.2% |
| 7D | +3.9% | +17.3% | -13.4% | +3.5% |
| 30D | +7.6% | +23.5% | -15.9% | +7.0% |
| 3M | +0.7% | -24.0% | +24.7% | +0.2% |
| 6M | +15.5% | +276.7% | -261.3% | +5.4% |
| YTD | +30.8% | +565.1% | -534.2% | +13.5% |
| 1Y | +34.3% | +2,802.6% | -2,768.3% | -0.4% |
| All | +71.0% | +2,561.4% | -2,490.3% | +16.4% |
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