+6.4%
CMS vs MULL
+2,620.5%
-2,614.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -0.8% |
| 7D | +0.2% | +14.8% | -14.6% | +0.4% |
| 30D | -1.3% | +36.6% | -37.9% | -0.7% |
| 3M | -5.4% | -8.9% | +3.5% | -4.8% |
| 6M | -10.3% | +311.9% | -322.3% | -8.5% |
| YTD | -0.2% | +579.8% | -580.1% | +2.3% |
| 1Y | -0.9% | +2,421.5% | -2,422.4% | +2.6% |
| All | +6.4% | +2,620.5% | -2,614.1% | +9.4% |
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 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