+60.7%
COP vs MULL
+444.9%
-384.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.8% | +8.6% | -5.7% |
| 7D | -8.1% | -35.9% | +27.8% | -9.6% |
| 30D | +6.7% | -47.3% | +54.0% | +4.3% |
| 3M | +16.9% | -30.6% | +47.5% | +15.9% |
| 6M | +11.2% | +13.7% | -2.5% | +16.3% |
| YTD | +49.5% | +272.1% | -222.6% | +61.3% |
| 1Y | +60.7% | +475.1% | -414.4% | +74.6% |
| All | +60.7% | +444.9% | -384.2% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling