+14.2%
CL vs MULL
+1,230.7%
-1,216.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +1.6% |
| 7D | +3.2% | +24.5% | -21.3% | +4.3% |
| 30D | +8.0% | -35.5% | +43.6% | +6.9% |
| 3M | +7.9% | -44.8% | +52.7% | +6.5% |
| 6M | +14.7% | -45.5% | +60.2% | +15.2% |
| YTD | +29.2% | +232.5% | -203.4% | +38.6% |
| 1Y | +29.5% | +343.3% | -313.7% | +41.2% |
| All | +14.2% | +1,230.7% | -1,216.4% | +30.2% |
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