-40.3%
CMG vs MULL
+2,366.2%
-2,406.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.3% | +9.6% | +0.5% |
| 7D | -3.8% | +3.6% | -7.4% | -4.0% |
| 30D | +12.9% | +22.0% | -9.1% | +12.1% |
| 3M | +18.8% | -8.6% | +27.4% | +16.8% |
| 6M | +4.1% | +248.5% | -244.5% | -6.2% |
| YTD | -2.4% | +516.3% | -518.6% | -16.2% |
| 1Y | -6.7% | +2,036.6% | -2,043.3% | -28.1% |
| All | -40.3% | +2,366.2% | -2,406.4% | -58.2% |
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