+31.0%
COP vs MULL
+2,366.2%
-2,335.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.3% | +9.7% | +0.5% |
| 7D | +1.0% | +3.6% | -2.6% | +0.9% |
| 30D | +9.6% | +22.0% | -12.5% | +9.1% |
| 3M | +15.0% | -8.6% | +23.7% | +13.8% |
| 6M | +21.8% | +248.5% | -226.8% | +11.0% |
| YTD | +49.6% | +516.3% | -466.7% | +27.7% |
| 1Y | +49.9% | +2,036.6% | -1,986.8% | +9.0% |
| All | +31.0% | +2,366.2% | -2,335.2% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling