+25.2%
CNH vs MULL
+1,351.1%
-1,325.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +24.0% | -22.1% | +0.3% |
| 7D | +6.7% | -2.5% | +9.2% | +6.1% |
| 30D | +7.2% | -40.1% | +47.3% | +9.4% |
| 3M | +17.5% | -28.2% | +45.7% | +17.8% |
| 6M | +15.0% | -39.6% | +54.5% | +12.1% |
| YTD | +36.8% | +262.6% | -225.9% | +9.9% |
| 1Y | +27.6% | +366.2% | -338.6% | -1.2% |
| All | +25.2% | +1,351.1% | -1,325.9% | -25.5% |
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