+52.5%
CME vs MULL
+1,230.7%
-1,178.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +0.5% |
| 7D | +3.9% | +24.5% | -20.6% | +5.2% |
| 30D | +11.3% | -35.5% | +46.9% | +9.9% |
| 3M | +19.6% | -44.8% | +64.3% | +17.7% |
| 6M | +8.1% | -45.5% | +53.5% | +9.3% |
| YTD | +20.4% | +232.5% | -212.1% | +32.0% |
| 1Y | +16.5% | +343.3% | -326.8% | +29.6% |
| All | +52.5% | +1,230.7% | -1,178.2% | +79.7% |
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