-69.4%
BTDR vs MULL
+444.9%
-514.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -13.8% | +8.1% | -2.1% |
| 7D | -17.6% | -35.9% | +18.4% | -7.6% |
| 30D | -40.3% | -47.3% | +7.1% | -30.1% |
| 3M | -42.6% | -30.6% | -12.0% | -37.6% |
| 6M | -46.3% | +13.7% | -60.0% | -52.6% |
| YTD | -41.7% | +272.1% | -313.9% | -60.9% |
| 1Y | -69.4% | +475.1% | -544.5% | -81.5% |
| All | -69.4% | +444.9% | -514.3% | -81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling