+98.5%
CAH vs MULL
+2,620.5%
-2,522.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.2% |
| 7D | -2.2% | +14.8% | -17.0% | -2.3% |
| 30D | +1.2% | +36.6% | -35.4% | +0.9% |
| 3M | +13.1% | -8.9% | +22.0% | +12.5% |
| 6M | +8.5% | +311.9% | -303.5% | +2.2% |
| YTD | +17.6% | +579.8% | -562.2% | +8.6% |
| 1Y | +60.7% | +2,421.5% | -2,360.9% | +39.4% |
| All | +98.5% | +2,620.5% | -2,522.0% | +62.2% |
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