+475.1%
MULL vs BAH
+6.2%
+468.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.2% | -12.4% |
| 7D | -35.9% | +5.8% | -41.7% | -32.0% |
| 30D | -47.3% | +28.7% | -76.0% | -32.7% |
| 3M | -30.6% | +20.9% | -51.5% | -15.0% |
| 6M | +13.7% | +15.2% | -1.5% | +55.5% |
| YTD | +272.1% | +7.1% | +265.0% | +397.3% |
| 1Y | +475.1% | +6.4% | +468.7% | +734.7% |
| All | +475.1% | +6.2% | +468.9% | +734.7% |
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