-40.4%
CAG vs MULL
+2,337.2%
-2,377.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -5.7% | -8.4% | +2.7% | -6.0% |
| 30D | -2.4% | +9.7% | -12.1% | -1.9% |
| 3M | +9.8% | -26.8% | +36.5% | +10.0% |
| 6M | -10.8% | +220.7% | -231.5% | -6.1% |
| YTD | -10.8% | +509.0% | -519.9% | -4.6% |
| 1Y | -19.0% | +1,739.5% | -1,758.5% | -11.4% |
| All | -40.4% | +2,337.2% | -2,377.5% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling