-40.0%
CAG vs MULL
+2,366.2%
-2,406.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.3% | +6.6% | -3.0% |
| 7D | -5.9% | +3.6% | -9.5% | -5.7% |
| 30D | -1.5% | +22.0% | -23.6% | -0.6% |
| 3M | +11.5% | -8.6% | +20.1% | +12.5% |
| 6M | -15.7% | +248.5% | -264.2% | -11.0% |
| YTD | -10.2% | +516.3% | -526.5% | -3.9% |
| 1Y | -18.1% | +2,036.6% | -2,054.7% | -10.1% |
| All | -40.0% | +2,366.2% | -2,406.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling