-10.0%
BROS vs MULL
+2,337.2%
-2,347.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | -5.8% | -8.4% | +2.7% | -5.0% |
| 30D | -14.0% | +9.7% | -23.6% | -15.2% |
| 3M | -32.5% | -26.8% | -5.7% | -33.9% |
| 6M | -14.9% | +220.7% | -235.6% | -36.7% |
| YTD | -28.3% | +509.0% | -537.3% | -53.7% |
| 1Y | -34.0% | +1,739.5% | -1,773.5% | -67.8% |
| All | -10.0% | +2,337.2% | -2,347.2% | -66.1% |
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 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