+2,581.4%
MULL vs BBWI
-40.0%
+2,621.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.3% | +11.7% | +8.9% |
| 7D | +14.8% | -4.4% | +19.2% | +17.4% |
| 30D | +36.6% | -7.4% | +44.0% | +39.8% |
| 3M | -8.9% | -2.2% | -6.7% | -14.0% |
| 6M | +311.9% | -16.3% | +328.2% | +318.0% |
| YTD | +579.8% | -9.1% | +589.0% | +529.4% |
| 1Y | +2,421.5% | -34.5% | +2,456.1% | +2,956.0% |
| All | +2,581.4% | -40.0% | +2,621.4% | +3,418.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling