+2,302.1%
MULL vs BNS
+84.7%
+2,217.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -2.2% |
| 7D | -8.4% | -0.4% | -8.0% | -8.0% |
| 30D | +9.7% | +3.5% | +6.2% | +3.5% |
| 3M | -26.8% | +14.1% | -40.8% | -40.4% |
| 6M | +220.7% | +33.8% | +186.9% | +103.4% |
| YTD | +509.0% | +29.5% | +479.6% | +303.8% |
| 1Y | +1,739.5% | +48.4% | +1,691.1% | +886.1% |
| All | +2,302.1% | +84.7% | +2,217.5% | +630.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling