+2,523.1%
MULL vs BUD
+47.4%
+2,475.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.2% | +11.6% | +11.8% |
| 7D | +17.3% | +0.3% | +17.0% | +17.2% |
| 30D | +23.5% | -5.7% | +29.2% | +25.9% |
| 3M | -24.0% | +3.1% | -27.1% | -26.9% |
| 6M | +276.7% | +7.9% | +268.9% | +250.5% |
| YTD | +565.1% | +27.3% | +537.7% | +478.7% |
| 1Y | +2,802.6% | +37.8% | +2,764.8% | +2,308.3% |
| All | +2,523.1% | +47.4% | +2,475.7% | +1,747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling