+2,302.1%
MULL vs BIDU
+6.3%
+2,295.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -8.4% | -8.1% | -0.3% | -1.8% |
| 30D | +9.7% | -12.8% | +22.5% | +23.3% |
| 3M | -26.8% | -21.3% | -5.5% | -11.4% |
| 6M | +220.7% | -27.0% | +247.7% | +324.2% |
| YTD | +509.0% | -30.0% | +539.1% | +749.9% |
| 1Y | +1,739.5% | -18.3% | +1,757.8% | +2,184.8% |
| All | +2,302.1% | +6.3% | +2,295.9% | +2,369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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