-17.8%
CDW vs MULL
+2,561.4%
-2,579.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.8% | -12.8% | -1.5% |
| 7D | +3.2% | +17.3% | -14.1% | +2.5% |
| 30D | +9.3% | +23.5% | -14.2% | +8.2% |
| 3M | +9.8% | -24.0% | +33.8% | +8.3% |
| 6M | +23.3% | +276.7% | -253.4% | +5.9% |
| YTD | +13.7% | +565.1% | -551.4% | -11.0% |
| 1Y | -6.5% | +2,802.6% | -2,809.1% | -41.7% |
| All | -17.8% | +2,561.4% | -2,579.2% | -54.0% |
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 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