+2,802.6%
MULL vs BAH
-28.2%
+2,830.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.5% | +13.3% | +10.6% |
| 7D | +17.3% | -3.2% | +20.5% | +14.4% |
| 30D | +23.5% | +2.0% | +21.5% | +26.5% |
| 3M | -24.0% | -7.6% | -16.4% | -17.5% |
| 6M | +276.7% | -5.7% | +282.4% | +318.1% |
| YTD | +565.1% | -11.7% | +576.8% | +636.0% |
| 1Y | +2,802.6% | -27.4% | +2,830.0% | +3,534.1% |
| All | +2,802.6% | -28.2% | +2,830.8% | +3,534.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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