+1,739.5%
MULL vs BNS
+49.3%
+1,690.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -2.1% |
| 7D | -8.4% | -0.4% | -8.0% | -8.0% |
| 30D | +9.7% | +3.5% | +6.2% | +4.5% |
| 3M | -26.8% | +14.1% | -40.8% | -38.9% |
| 6M | +220.7% | +33.8% | +186.9% | +112.8% |
| YTD | +509.0% | +29.5% | +479.6% | +320.9% |
| 1Y | +1,739.5% | +48.4% | +1,691.1% | +1,121.9% |
| All | +1,739.5% | +49.3% | +1,690.2% | +1,121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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