-37.7%
CAG vs MULL
+2,481.0%
-2,518.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.5% |
| 7D | -5.3% | +14.0% | -19.3% | -4.8% |
| 30D | +1.0% | +24.8% | -23.8% | +2.0% |
| 3M | +17.4% | -16.1% | +33.5% | +18.2% |
| 6M | -16.8% | +330.9% | -347.7% | -11.6% |
| YTD | -6.8% | +545.0% | -551.8% | -0.1% |
| 1Y | -15.4% | +2,427.1% | -2,442.5% | -6.8% |
| All | -37.7% | +2,481.0% | -2,518.7% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling