+2,302.1%
MULL vs BBAI
+46.4%
+2,255.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.8% |
| 7D | -8.4% | -1.7% | -6.7% | -8.0% |
| 30D | +9.7% | -12.0% | +21.7% | +14.2% |
| 3M | -26.8% | -30.7% | +3.9% | -17.3% |
| 6M | +220.7% | -30.7% | +251.4% | +265.7% |
| YTD | +509.0% | -46.9% | +555.9% | +639.7% |
| 1Y | +1,739.5% | -41.1% | +1,780.6% | +2,039.6% |
| All | +2,302.1% | +46.4% | +2,255.7% | +1,733.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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