+2,581.4%
MULL vs BNS
+82.0%
+2,499.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +6.6% |
| 7D | +14.8% | -1.3% | +16.1% | +16.7% |
| 30D | +36.6% | +4.0% | +32.6% | +27.9% |
| 3M | -8.9% | +13.8% | -22.7% | -25.2% |
| 6M | +311.9% | +32.7% | +279.3% | +165.2% |
| YTD | +579.8% | +27.6% | +552.2% | +361.7% |
| 1Y | +2,421.5% | +47.4% | +2,374.1% | +1,268.4% |
| All | +2,581.4% | +82.0% | +2,499.4% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling