+36.0%
COP vs MULL
+1,230.7%
-1,194.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.7% |
| 7D | +4.4% | +24.5% | -20.1% | +4.0% |
| 30D | 0.0% | -35.5% | +35.5% | +0.3% |
| 3M | +15.0% | -44.8% | +59.8% | +15.4% |
| 6M | +22.0% | -45.5% | +67.5% | +20.2% |
| YTD | +55.3% | +232.5% | -177.2% | +33.2% |
| 1Y | +64.1% | +343.3% | -279.1% | +35.8% |
| All | +36.0% | +1,230.7% | -1,194.7% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling