+36.3%
CNH vs MULL
+2,481.0%
-2,444.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -5.4% |
| 7D | +8.8% | +14.0% | -5.2% | +7.9% |
| 30D | +24.7% | +24.8% | -0.2% | +22.5% |
| 3M | +27.3% | -16.1% | +43.4% | +25.5% |
| 6M | +23.2% | +330.9% | -307.7% | +3.1% |
| YTD | +48.9% | +545.0% | -496.1% | +17.2% |
| 1Y | +19.4% | +2,427.1% | -2,407.7% | -22.3% |
| All | +36.3% | +2,481.0% | -2,444.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling