+31.8%
COP vs MULL
+1,351.1%
-1,319.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +24.0% | -22.3% | +1.3% |
| 7D | +0.7% | -2.5% | +3.2% | +0.5% |
| 30D | +0.2% | -40.1% | +40.3% | +0.7% |
| 3M | +10.2% | -28.2% | +38.4% | +10.1% |
| 6M | +20.1% | -39.6% | +59.7% | +18.1% |
| YTD | +50.5% | +262.6% | -212.1% | +28.9% |
| 1Y | +56.8% | +366.2% | -309.4% | +30.0% |
| All | +31.8% | +1,351.1% | -1,319.4% | -17.6% |
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 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