+2,802.6%
MULL vs BWA
+59.1%
+2,743.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.1% | +7.2% |
| 7D | +17.3% | +5.7% | +11.6% | +7.5% |
| 30D | +23.5% | +1.4% | +22.1% | +20.4% |
| 3M | -24.0% | -12.1% | -11.9% | -0.1% |
| 6M | +276.7% | +28.6% | +248.2% | +233.7% |
| YTD | +565.1% | +51.1% | +514.0% | +356.5% |
| 1Y | +2,802.6% | +55.9% | +2,746.7% | +1,879.4% |
| All | +2,802.6% | +59.1% | +2,743.5% | +1,879.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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