+475.1%
MULL vs BBWI
+2.4%
+472.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.9% | -14.6% |
| 7D | -35.9% | +8.8% | -44.7% | -37.3% |
| 30D | -47.3% | +34.8% | -82.2% | -51.7% |
| 3M | -30.6% | +12.9% | -43.5% | -33.1% |
| 6M | +13.7% | +29.6% | -15.9% | +0.4% |
| YTD | +272.1% | +20.8% | +251.3% | +224.4% |
| 1Y | +475.1% | +4.1% | +471.0% | +458.0% |
| All | +475.1% | +2.4% | +472.7% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling