+53.3%
CTVA vs MULL
+2,481.0%
-2,427.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.2% |
| 7D | -2.1% | +14.0% | -16.1% | -2.4% |
| 30D | +12.0% | +24.8% | -12.8% | +11.2% |
| 3M | +13.5% | -16.1% | +29.6% | +12.6% |
| 6M | +12.1% | +330.9% | -318.8% | +3.5% |
| YTD | +29.0% | +545.0% | -516.0% | +15.8% |
| 1Y | +18.9% | +2,427.1% | -2,408.3% | -3.4% |
| All | +53.3% | +2,481.0% | -2,427.7% | +16.4% |
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