+1,283.0%
MULL vs BAH
-50.2%
+1,333.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.2% |
| 7D | +43.3% | -2.6% | +45.8% | +42.2% |
| 30D | -37.4% | +20.4% | -57.8% | -33.1% |
| 3M | -36.8% | +11.9% | -48.7% | -33.4% |
| 6M | -36.9% | +17.1% | -54.0% | -28.7% |
| YTD | +250.7% | +5.5% | +245.1% | +292.1% |
| 1Y | +337.6% | +5.6% | +332.0% | +390.7% |
| All | +1,283.0% | -50.2% | +1,333.2% | +1,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling