-11.0%
CMS vs MULL
+290.4%
-301.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.8% | -12.0% | +0.1% |
| 7D | +0.4% | +17.3% | -16.9% | +0.8% |
| 30D | -3.6% | +23.5% | -27.1% | -3.0% |
| 3M | -1.9% | -24.0% | +22.1% | -1.2% |
| 6M | -11.0% | +276.7% | -287.7% | -9.3% |
| All | -11.0% | +290.4% | -301.4% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling