+48.2%
CME vs MULL
+1,070.1%
-1,021.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.4% |
| 7D | +1.7% | -32.2% | +33.9% | +0.2% |
| 30D | +10.2% | -55.4% | +65.5% | +6.8% |
| 3M | +17.8% | -41.3% | +59.1% | +16.2% |
| 6M | +11.0% | -44.9% | +55.9% | +12.0% |
| YTD | +17.0% | +192.4% | -175.4% | +27.4% |
| 1Y | +15.8% | +239.4% | -223.6% | +27.3% |
| All | +48.2% | +1,070.1% | -1,021.9% | +73.5% |
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 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