+3,831.7%
MULL vs BIYA
-99.8%
+3,931.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.5% | +11.8% |
| 7D | +17.3% | +1.3% | +16.0% | +17.3% |
| 30D | +23.5% | -21.0% | +44.5% | +23.0% |
| 3M | -24.0% | -74.3% | +50.3% | -24.5% |
| 6M | +276.7% | -84.6% | +361.4% | +272.5% |
| YTD | +565.1% | -94.2% | +659.2% | +607.1% |
| 1Y | +2,802.6% | -98.2% | +2,900.8% | +3,203.8% |
| All | +3,831.7% | -99.8% | +3,931.5% | +4,555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling