+11.7%
CMI vs MULL
+444.9%
-433.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -13.8% | +8.0% | -4.2% |
| 7D | -11.2% | -35.9% | +24.7% | -6.9% |
| 30D | -9.8% | -47.3% | +37.5% | -4.0% |
| 3M | -25.5% | -30.6% | +5.0% | -23.7% |
| 6M | -27.7% | +13.7% | -41.4% | -32.9% |
| YTD | -6.6% | +272.1% | -278.7% | -25.4% |
| 1Y | +11.7% | +475.1% | -463.4% | -14.8% |
| All | +11.7% | +444.9% | -433.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling