+2,330.7%
MULL vs BBWI
-40.9%
+2,371.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.9% | -8.5% |
| 7D | +3.6% | -8.0% | +11.6% | +8.4% |
| 30D | +22.0% | -6.6% | +28.6% | +24.4% |
| 3M | -8.6% | -2.7% | -5.9% | -13.7% |
| 6M | +248.5% | -12.8% | +261.3% | +242.8% |
| YTD | +516.3% | -10.5% | +526.8% | +475.7% |
| 1Y | +2,036.6% | -35.3% | +2,072.0% | +2,508.4% |
| All | +2,330.7% | -40.9% | +2,371.7% | +3,118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling