+51.3%
CTVA vs MULL
+2,620.5%
-2,569.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.5% |
| 7D | -5.8% | +14.8% | -20.6% | -6.1% |
| 30D | +11.1% | +36.6% | -25.5% | +10.0% |
| 3M | +13.2% | -8.9% | +22.1% | +12.1% |
| 6M | +8.7% | +311.9% | -303.2% | +0.7% |
| YTD | +27.3% | +579.8% | -552.6% | +14.1% |
| 1Y | +18.0% | +2,421.5% | -2,403.6% | -3.9% |
| All | +51.3% | +2,620.5% | -2,569.2% | +14.7% |
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