+2,444.0%
MULL vs BIDU
+7.6%
+2,436.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.0% | +3.9% | +2.8% |
| 7D | +14.0% | -2.4% | +16.4% | +16.4% |
| 30D | +24.8% | -15.6% | +40.5% | +43.8% |
| 3M | -16.1% | -22.3% | +6.2% | +2.5% |
| 6M | +330.9% | -22.3% | +353.2% | +442.0% |
| YTD | +545.0% | -29.2% | +574.2% | +790.0% |
| 1Y | +2,427.1% | -14.8% | +2,442.0% | +2,947.8% |
| All | +2,444.0% | +7.6% | +2,436.3% | +2,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling