+9.0%
BTDR vs MULL
+2,337.2%
-2,328.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.1% |
| 7D | -3.4% | -8.4% | +5.0% | -1.0% |
| 30D | +32.6% | +9.7% | +22.9% | +28.0% |
| 3M | -32.2% | -26.8% | -5.5% | -33.3% |
| 6M | +52.4% | +220.7% | -168.3% | -14.1% |
| YTD | +6.7% | +509.0% | -502.4% | -54.7% |
| 1Y | -15.2% | +1,739.5% | -1,754.8% | -77.7% |
| All | +9.0% | +2,337.2% | -2,328.1% | -78.1% |
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