+2,523.1%
MULL vs BLDR
-63.8%
+2,586.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.5% | +9.3% | +10.2% |
| 7D | +17.3% | -2.8% | +20.2% | +19.6% |
| 30D | +23.5% | -13.3% | +36.8% | +34.3% |
| 3M | -24.0% | -12.3% | -11.7% | -17.3% |
| 6M | +276.7% | -31.5% | +308.2% | +380.5% |
| YTD | +565.1% | -36.1% | +601.1% | +742.3% |
| 1Y | +2,802.6% | -54.1% | +2,856.7% | +4,657.5% |
| All | +2,523.1% | -63.8% | +2,586.9% | +4,628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling