+1,865.9%
MULL vs BIYA
-99.9%
+1,965.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +24.5% | +9.0% | +15.5% | +24.6% |
| 30D | -35.5% | -12.9% | -22.6% | -35.6% |
| 3M | -44.8% | -54.7% | +9.9% | -45.3% |
| 6M | -45.5% | -85.1% | +39.6% | -46.1% |
| YTD | +232.5% | -96.9% | +329.4% | +251.5% |
| 1Y | +343.3% | -98.5% | +441.8% | +394.8% |
| All | +1,865.9% | -99.9% | +1,965.7% | +2,214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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