+1,053.2%
MULL vs BUD
+57.8%
+995.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.5% |
| 7D | -32.2% | +6.0% | -38.3% | -32.2% |
| 30D | -55.4% | +11.3% | -66.7% | -55.9% |
| 3M | -41.3% | +3.6% | -44.8% | -40.8% |
| 6M | -44.9% | +7.7% | -52.6% | -46.6% |
| YTD | +192.4% | +36.4% | +156.0% | +153.7% |
| 1Y | +239.4% | +37.8% | +201.6% | +191.1% |
| All | +1,053.2% | +57.8% | +995.4% | +709.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling