-27.9%
CRM vs MULL
+2,366.2%
-2,394.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.3% | +8.9% | -0.4% |
| 7D | -8.1% | +3.6% | -11.7% | -8.1% |
| 30D | +23.1% | +22.0% | +1.0% | +22.7% |
| 3M | +42.5% | -8.6% | +51.2% | +40.1% |
| 6M | +25.3% | +248.5% | -223.2% | +11.8% |
| YTD | -7.8% | +516.3% | -524.1% | -23.3% |
| 1Y | +1.0% | +2,036.6% | -2,035.6% | -28.1% |
| All | -27.9% | +2,366.2% | -2,394.0% | -54.2% |
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