+2,302.1%
MULL vs BRO
-40.0%
+2,342.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.5% |
| 7D | -8.4% | -7.3% | -1.1% | -17.3% |
| 30D | +9.7% | -6.9% | +16.5% | +0.8% |
| 3M | -26.8% | +10.7% | -37.4% | -11.4% |
| 6M | +220.7% | -2.7% | +223.4% | +297.0% |
| YTD | +509.0% | -16.3% | +525.4% | +640.2% |
| 1Y | +1,739.5% | -29.1% | +1,768.6% | +2,253.0% |
| All | +2,302.1% | -40.0% | +2,342.2% | +4,487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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