+3,919.1%
MULL vs BIYA
-99.8%
+4,018.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | +14.8% | +2.7% | +12.0% | +14.8% |
| 30D | +36.6% | -16.7% | +53.2% | +36.2% |
| 3M | -8.9% | -74.6% | +65.7% | -9.5% |
| 6M | +311.9% | -85.4% | +397.3% | +310.3% |
| YTD | +579.8% | -94.2% | +674.0% | +622.7% |
| 1Y | +2,421.5% | -98.6% | +2,520.1% | +2,818.2% |
| All | +3,919.1% | -99.8% | +4,018.8% | +4,658.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling