+2,523.1%
MULL vs BB
+220.8%
+2,302.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +17.3% | -5.6% | +22.9% | +22.9% |
| 30D | +23.5% | -11.8% | +35.3% | +35.2% |
| 3M | -24.0% | -25.5% | +1.5% | -2.1% |
| 6M | +276.7% | +121.3% | +155.5% | +111.0% |
| YTD | +565.1% | +103.2% | +461.9% | +295.4% |
| 1Y | +2,802.6% | +102.6% | +2,700.0% | +1,553.4% |
| All | +2,523.1% | +220.8% | +2,302.3% | +1,084.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling