+15.5%
BTDR vs MULL
+2,481.0%
-2,465.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +3.2% |
| 7D | +22.4% | +14.0% | +8.4% | +17.7% |
| 30D | +16.5% | +24.8% | -8.4% | +8.6% |
| 3M | -31.5% | -16.1% | -15.4% | -35.2% |
| 6M | +74.0% | +330.9% | -256.9% | -10.5% |
| YTD | +13.0% | +545.0% | -532.0% | -52.8% |
| 1Y | -0.2% | +2,427.1% | -2,427.4% | -76.6% |
| All | +15.5% | +2,481.0% | -2,465.5% | -77.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling