-40.2%
CMG vs MULL
+2,337.2%
-2,377.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -2.1% | -8.4% | +6.4% | -1.8% |
| 30D | +10.9% | +9.7% | +1.2% | +10.5% |
| 3M | +15.8% | -26.8% | +42.6% | +14.7% |
| 6M | +6.9% | +220.7% | -213.8% | -3.2% |
| YTD | -2.2% | +509.0% | -511.2% | -16.0% |
| 1Y | -7.1% | +1,739.5% | -1,746.6% | -27.6% |
| All | -40.2% | +2,337.2% | -2,377.3% | -58.1% |
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