+2,523.1%
MULL vs BBWI
-34.0%
+2,557.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +10.2% |
| 7D | +17.3% | +1.5% | +15.8% | +16.5% |
| 30D | +23.5% | -5.2% | +28.7% | +25.6% |
| 3M | -24.0% | +11.1% | -35.1% | -32.7% |
| 6M | +276.7% | -13.4% | +290.1% | +284.5% |
| YTD | +565.1% | +0.1% | +565.0% | +485.3% |
| 1Y | +2,802.6% | -36.1% | +2,838.7% | +3,575.2% |
| All | +2,523.1% | -34.0% | +2,557.1% | +3,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling