+49.8%
CFG vs MULL
+1,100.2%
-1,050.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.3% | -9.4% | +2.2% |
| 7D | +0.3% | -27.1% | +27.4% | +1.5% |
| 30D | +3.2% | -54.2% | +57.5% | +7.0% |
| 3M | -9.7% | -42.0% | +32.3% | -8.3% |
| 6M | +3.6% | -43.5% | +47.1% | -0.6% |
| YTD | +14.7% | +199.9% | -185.2% | -11.4% |
| 1Y | +29.6% | +292.8% | -263.3% | -4.4% |
| All | +49.8% | +1,100.2% | -1,050.3% | -18.4% |
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