+3,543.4%
MULL vs BIYA
-99.8%
+3,643.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.3% |
| 7D | +3.6% | -1.3% | +4.9% | +3.6% |
| 30D | +22.0% | -15.9% | +37.9% | +21.7% |
| 3M | -8.6% | -81.2% | +72.6% | -8.6% |
| 6M | +248.5% | -88.2% | +336.8% | +255.4% |
| YTD | +516.3% | -94.1% | +610.4% | +555.3% |
| 1Y | +2,036.6% | -98.7% | +2,135.3% | +2,386.8% |
| All | +3,543.4% | -99.8% | +3,643.1% | +4,214.7% |
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