+2,581.4%
MULL vs BWA
+93.9%
+2,487.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +7.9% |
| 7D | +14.8% | +0.1% | +14.7% | +14.7% |
| 30D | +36.6% | -5.6% | +42.1% | +50.4% |
| 3M | -8.9% | -10.7% | +1.8% | +16.2% |
| 6M | +311.9% | +23.2% | +288.8% | +264.9% |
| YTD | +579.8% | +46.0% | +533.9% | +342.7% |
| 1Y | +2,421.5% | +51.2% | +2,370.4% | +1,471.7% |
| All | +2,581.4% | +93.9% | +2,487.5% | +750.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling