+94.0%
CAH vs MULL
+2,337.2%
-2,243.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -5.1% | -8.4% | +3.3% | -5.0% |
| 30D | +0.2% | +9.7% | -9.5% | +0.1% |
| 3M | +6.3% | -26.8% | +33.1% | +6.1% |
| 6M | +9.4% | +220.7% | -211.3% | +3.6% |
| YTD | +15.0% | +509.0% | -494.1% | +6.2% |
| 1Y | +55.4% | +1,739.5% | -1,684.1% | +36.3% |
| All | +94.0% | +2,337.2% | -2,243.1% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling