+2,581.4%
MULL vs BAH
-58.7%
+2,640.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | +14.8% | -1.3% | +16.1% | +14.4% |
| 30D | +36.6% | -6.6% | +43.2% | +34.3% |
| 3M | -8.9% | -7.2% | -1.7% | -4.3% |
| 6M | +311.9% | -10.0% | +321.9% | +333.4% |
| YTD | +579.8% | -12.5% | +592.3% | +607.4% |
| 1Y | +2,421.5% | -27.9% | +2,449.5% | +2,720.0% |
| All | +2,581.4% | -58.7% | +2,640.1% | +3,398.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling