+9.5%
CME vs MULL
+2,040.8%
-2,031.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.3% | +9.1% | -0.7% |
| 7D | -2.4% | +3.6% | -6.0% | -2.1% |
| 30D | +6.2% | +22.0% | -15.8% | +7.6% |
| 3M | +4.4% | -8.6% | +13.0% | +6.4% |
| 6M | -9.6% | +248.5% | -258.2% | -1.4% |
| YTD | +3.8% | +516.3% | -512.5% | +16.7% |
| 1Y | +9.5% | +2,036.6% | -2,027.1% | +31.6% |
| All | +9.5% | +2,040.8% | -2,031.2% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling