-36.9%
MULL vs BAH
+17.5%
-54.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.1% |
| 7D | +43.3% | -2.6% | +45.8% | +38.7% |
| 30D | -37.4% | +20.4% | -57.8% | -17.9% |
| 3M | -36.8% | +11.9% | -48.7% | -24.9% |
| 6M | -36.9% | +17.1% | -54.0% | +7.2% |
| All | -36.9% | +17.5% | -54.3% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling