+2,523.1%
MULL vs BAM
-6.3%
+2,529.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.2% | +11.0% |
| 7D | +17.3% | -2.0% | +19.3% | +20.5% |
| 30D | +23.5% | -2.9% | +26.4% | +26.8% |
| 3M | -24.0% | +9.4% | -33.4% | -35.1% |
| 6M | +276.7% | +10.8% | +266.0% | +212.1% |
| YTD | +565.1% | -0.4% | +565.5% | +533.6% |
| 1Y | +2,802.6% | -10.9% | +2,813.5% | +3,251.8% |
| All | +2,523.1% | -6.3% | +2,529.4% | +2,433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling