+2,444.0%
MULL vs BUD
+46.2%
+2,397.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | +14.0% | +0.8% | +13.2% | +13.7% |
| 30D | +24.8% | -4.8% | +29.6% | +26.8% |
| 3M | -16.1% | +1.4% | -17.5% | -18.5% |
| 6M | +330.9% | +9.9% | +321.0% | +297.6% |
| YTD | +545.0% | +26.3% | +518.7% | +462.7% |
| 1Y | +2,427.1% | +36.1% | +2,391.0% | +2,006.0% |
| All | +2,444.0% | +46.2% | +2,397.7% | +1,696.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling