+16.2%
CVS vs MULL
+322.2%
-305.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.5% |
| 7D | +6.6% | +24.5% | -18.0% | +6.4% |
| 30D | -0.4% | -35.5% | +35.1% | -0.4% |
| 3M | -5.3% | -44.8% | +39.5% | -5.2% |
| 6M | -7.7% | -45.5% | +37.7% | -8.1% |
| YTD | +16.0% | +232.5% | -216.5% | +10.6% |
| 1Y | +16.2% | +343.3% | -327.0% | +9.5% |
| All | +16.2% | +322.2% | -305.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling