+9.3%
CNC vs MULL
+2,620.5%
-2,611.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.8% |
| 7D | -4.9% | +14.8% | -19.6% | -4.9% |
| 30D | -3.8% | +36.6% | -40.3% | -3.8% |
| 3M | -3.2% | -8.9% | +5.6% | -3.3% |
| 6M | +47.9% | +311.9% | -264.1% | +47.0% |
| YTD | +55.7% | +579.8% | -524.2% | +54.8% |
| 1Y | +106.2% | +2,421.5% | -2,315.3% | +105.9% |
| All | +9.3% | +2,620.5% | -2,611.2% | +9.1% |
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