-5.6%
CAG vs MULL
+444.9%
-450.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -13.8% | +19.7% | +5.1% |
| 7D | +9.7% | -35.9% | +45.6% | +7.2% |
| 30D | +15.8% | -47.3% | +63.1% | +12.5% |
| 3M | +1.8% | -30.6% | +32.4% | +0.7% |
| 6M | +11.5% | +13.7% | -2.2% | +14.8% |
| YTD | -6.7% | +272.1% | -278.8% | +0.5% |
| 1Y | -5.6% | +475.1% | -480.7% | +3.3% |
| All | -5.6% | +444.9% | -450.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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