+39.3%
CNH vs MULL
+2,620.5%
-2,581.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.8% |
| 7D | +1.8% | +14.8% | -12.9% | +0.9% |
| 30D | +32.6% | +36.6% | -3.9% | +29.6% |
| 3M | +29.4% | -8.9% | +38.3% | +26.8% |
| 6M | +26.0% | +311.9% | -286.0% | +6.0% |
| YTD | +52.2% | +579.8% | -527.6% | +19.3% |
| 1Y | +23.9% | +2,421.5% | -2,397.7% | -19.0% |
| All | +39.3% | +2,620.5% | -2,581.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling