+2,581.4%
MULL vs BB
+222.9%
+2,358.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.6% |
| 7D | +14.8% | +1.8% | +12.9% | +12.9% |
| 30D | +36.6% | -12.2% | +48.8% | +50.0% |
| 3M | -8.9% | -12.3% | +3.4% | +2.2% |
| 6M | +311.9% | +122.7% | +189.2% | +128.3% |
| YTD | +579.8% | +104.5% | +475.4% | +301.4% |
| 1Y | +2,421.5% | +106.7% | +2,314.9% | +1,310.3% |
| All | +2,581.4% | +222.9% | +2,358.5% | +1,102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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