-13.8%
CI vs MULL
+2,561.4%
-2,575.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.1% | -1.2% |
| 7D | +1.3% | +17.3% | -16.0% | +1.5% |
| 30D | +4.4% | +23.5% | -19.1% | +4.7% |
| 3M | +0.7% | -24.0% | +24.6% | +1.0% |
| 6M | +0.3% | +276.7% | -276.4% | +0.6% |
| YTD | +3.8% | +565.1% | -561.3% | +4.4% |
| 1Y | -5.5% | +2,802.6% | -2,808.1% | -4.6% |
| All | -13.8% | +2,561.4% | -2,575.2% | -14.5% |
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