+32.8%
CME vs MULL
+2,481.0%
-2,448.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.2% |
| 7D | -2.9% | +14.0% | -16.9% | -2.2% |
| 30D | +5.5% | +24.8% | -19.3% | +6.8% |
| 3M | +11.0% | -16.1% | +27.1% | +12.5% |
| 6M | -9.7% | +330.9% | -340.6% | -1.1% |
| YTD | +4.9% | +545.0% | -540.1% | +17.4% |
| 1Y | +10.1% | +2,427.1% | -2,417.1% | +30.7% |
| All | +32.8% | +2,481.0% | -2,448.3% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling