+220.3%
MULL vs BRKR
+47.8%
+172.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -9.0% | -25.2% | -28.3% |
| 7D | -53.1% | -6.4% | -46.7% | -50.1% |
| 30D | -64.1% | -4.0% | -60.1% | -62.1% |
| 3M | -54.6% | +10.7% | -65.3% | -56.8% |
| 6M | -38.7% | +53.0% | -91.7% | -51.6% |
| YTD | +144.7% | +23.6% | +121.1% | +128.2% |
| 1Y | +220.3% | +45.0% | +175.2% | +184.5% |
| All | +220.3% | +47.8% | +172.5% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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