-14.7%
CI vs MULL
+2,620.5%
-2,635.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.9% |
| 7D | -1.1% | +14.8% | -15.9% | -0.9% |
| 30D | +0.5% | +36.6% | -36.1% | +0.9% |
| 3M | -5.2% | -8.9% | +3.7% | -4.8% |
| 6M | +4.3% | +311.9% | -307.6% | +4.6% |
| YTD | +2.8% | +579.8% | -577.1% | +3.4% |
| 1Y | -5.8% | +2,421.5% | -2,427.4% | -5.0% |
| All | -14.7% | +2,620.5% | -2,635.2% | -15.4% |
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