+44.6%
COP vs MULL
+3,061.6%
-3,017.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -0.7% |
| 7D | +3.0% | +17.3% | -14.3% | +3.6% |
| 30D | +17.5% | +23.5% | -6.0% | +18.5% |
| 3M | +13.4% | -24.0% | +37.3% | +14.5% |
| 6M | +17.7% | +276.7% | -259.0% | +27.0% |
| YTD | +46.6% | +565.1% | -518.5% | +57.4% |
| 1Y | +44.6% | +2,802.6% | -2,758.0% | +61.0% |
| All | +44.6% | +3,061.6% | -3,017.0% | +61.0% |
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