+61.8%
CMI vs MULL
+2,620.5%
-2,558.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.9% |
| 7D | +0.7% | +14.8% | -14.1% | -1.1% |
| 30D | -12.3% | +36.6% | -48.8% | -16.1% |
| 3M | -16.8% | -8.9% | -7.9% | -19.7% |
| 6M | +1.5% | +311.9% | -310.4% | -22.8% |
| YTD | +9.8% | +579.8% | -570.0% | -23.7% |
| 1Y | +42.6% | +2,421.5% | -2,379.0% | -20.7% |
| All | +61.8% | +2,620.5% | -2,558.7% | -21.4% |
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