+3.1%
BTDR vs MULL
+3,061.6%
-3,058.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.8% | -7.9% | +0.9% |
| 7D | +20.0% | +17.3% | +2.7% | +15.1% |
| 30D | +11.9% | +23.5% | -11.6% | +5.5% |
| 3M | -36.9% | -24.0% | -12.9% | -39.4% |
| 6M | +56.5% | +276.7% | -220.2% | -7.0% |
| YTD | +10.4% | +565.1% | -554.6% | -47.2% |
| 1Y | +3.1% | +2,802.6% | -2,799.5% | -72.5% |
| All | +3.1% | +3,061.6% | -3,058.5% | -72.5% |
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