+76.7%
BP vs MULL
+1,351.1%
-1,274.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +24.0% | -22.5% | +1.0% |
| 7D | -0.8% | -2.5% | +1.8% | -0.9% |
| 30D | -3.1% | -40.1% | +36.9% | -2.5% |
| 3M | +6.2% | -28.2% | +34.4% | +6.1% |
| 6M | +4.8% | -39.6% | +44.4% | +3.3% |
| YTD | +35.2% | +262.6% | -227.5% | +18.0% |
| 1Y | +27.4% | +366.2% | -338.8% | +8.4% |
| All | +76.7% | +1,351.1% | -1,274.4% | +21.1% |
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