+475.1%
MULL vs BWA
+17.4%
+457.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.5% | -11.2% | -9.6% |
| 7D | -35.9% | -9.9% | -26.0% | -23.1% |
| 30D | -47.3% | -16.4% | -31.0% | -28.9% |
| 3M | -30.6% | -19.8% | -10.7% | -2.1% |
| 6M | +13.7% | -10.0% | +23.7% | +72.3% |
| YTD | +272.1% | +12.7% | +259.4% | +302.1% |
| 1Y | +475.1% | +15.7% | +459.4% | +512.6% |
| All | +475.1% | +17.4% | +457.7% | +512.6% |
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