+2,302.1%
MULL vs BLDR
-66.8%
+2,368.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.7% |
| 7D | -8.4% | -8.2% | -0.2% | -3.2% |
| 30D | +9.7% | -16.6% | +26.3% | +22.8% |
| 3M | -26.8% | -23.2% | -3.6% | -13.6% |
| 6M | +220.7% | -33.7% | +254.4% | +317.3% |
| YTD | +509.0% | -41.3% | +550.4% | +715.3% |
| 1Y | +1,739.5% | -58.8% | +1,798.3% | +3,148.6% |
| All | +2,302.1% | -66.8% | +2,368.9% | +4,477.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling