+2,444.0%
MULL vs BAM
-9.5%
+2,453.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | +1.4% |
| 7D | +14.0% | -1.6% | +15.6% | +16.4% |
| 30D | +24.8% | -6.0% | +30.8% | +33.6% |
| 3M | -16.1% | +7.3% | -23.4% | -27.2% |
| 6M | +330.9% | +8.2% | +322.7% | +265.3% |
| YTD | +545.0% | -3.8% | +548.8% | +542.7% |
| 1Y | +2,427.1% | -10.7% | +2,437.9% | +2,778.8% |
| All | +2,444.0% | -9.5% | +2,453.4% | +2,469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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