+1,211.6%
MULL vs BBWI
-27.6%
+1,239.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.6% | -5.9% |
| 7D | +24.5% | +0.1% | +24.4% | +24.6% |
| 30D | -35.5% | +12.9% | -48.4% | -39.7% |
| 3M | -44.8% | +16.0% | -60.8% | -50.5% |
| 6M | -45.5% | +16.6% | -62.1% | -53.6% |
| YTD | +232.5% | +9.7% | +222.8% | +175.1% |
| 1Y | +343.3% | +1.5% | +341.8% | +289.6% |
| All | +1,211.6% | -27.6% | +1,239.1% | +1,438.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling