-38.9%
CMG vs MULL
+2,481.0%
-2,519.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -1.5% | +14.0% | -15.5% | -1.8% |
| 30D | +12.7% | +24.8% | -12.1% | +11.9% |
| 3M | +26.3% | -16.1% | +42.4% | +24.4% |
| 6M | +4.5% | +330.9% | -326.4% | -6.8% |
| YTD | -0.1% | +545.0% | -545.1% | -14.3% |
| 1Y | -6.8% | +2,427.1% | -2,433.9% | -29.0% |
| All | -38.9% | +2,481.0% | -2,519.9% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling