+1,761.4%
MULL vs BLDR
-58.4%
+1,819.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -7.3% |
| 7D | +3.6% | -8.1% | +11.7% | +8.4% |
| 30D | +22.0% | -21.5% | +43.5% | +37.5% |
| 3M | -8.6% | -21.0% | +12.3% | +4.8% |
| 6M | +248.5% | -37.1% | +285.6% | +340.6% |
| YTD | +516.3% | -42.7% | +559.0% | +656.7% |
| All | +1,761.4% | -58.4% | +1,819.8% | +3,486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling