+2,581.4%
MULL vs BBAI
+44.4%
+2,537.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.4% |
| 7D | +14.8% | -4.1% | +18.8% | +16.2% |
| 30D | +36.6% | -12.4% | +48.9% | +42.3% |
| 3M | -8.9% | -29.1% | +20.2% | +2.4% |
| 6M | +311.9% | -32.6% | +344.6% | +373.4% |
| YTD | +579.8% | -47.6% | +627.4% | +729.4% |
| 1Y | +2,421.5% | -41.0% | +2,462.6% | +2,837.9% |
| All | +2,581.4% | +44.4% | +2,537.0% | +1,956.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling