+2,330.7%
MULL vs BAH
-56.7%
+2,387.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.8% | -14.2% | -7.9% |
| 7D | +3.6% | +2.4% | +1.2% | +4.6% |
| 30D | +22.0% | -2.9% | +25.0% | +21.6% |
| 3M | -8.6% | -1.3% | -7.3% | -2.6% |
| 6M | +248.5% | -0.9% | +249.4% | +270.1% |
| YTD | +516.3% | -8.2% | +524.5% | +551.6% |
| 1Y | +2,036.6% | -24.0% | +2,060.6% | +2,322.5% |
| All | +2,330.7% | -56.7% | +2,387.4% | +3,122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling