+59.8%
CFG vs MULL
+2,481.0%
-2,421.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.9% |
| 7D | +2.7% | +14.0% | -11.3% | +1.8% |
| 30D | -3.7% | +24.8% | -28.5% | -5.3% |
| 3M | +9.5% | -16.1% | +25.6% | +7.0% |
| 6M | +22.2% | +330.9% | -308.7% | -2.3% |
| YTD | +22.3% | +545.0% | -522.7% | -8.5% |
| 1Y | +39.4% | +2,427.1% | -2,387.7% | -15.9% |
| All | +59.8% | +2,481.0% | -2,421.2% | -15.7% |
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