+28.3%
COP vs MULL
+2,561.4%
-2,533.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -1.3% |
| 7D | +3.0% | +17.3% | -14.3% | +2.7% |
| 30D | +17.5% | +23.5% | -6.0% | +17.0% |
| 3M | +13.4% | -24.0% | +37.3% | +12.8% |
| 6M | +17.7% | +276.7% | -259.0% | +7.0% |
| YTD | +46.6% | +565.1% | -518.5% | +24.9% |
| 1Y | +44.6% | +2,802.6% | -2,758.0% | +2.0% |
| All | +28.3% | +2,561.4% | -2,533.0% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling