+78.6%
CVS vs MULL
+1,303.2%
-1,224.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | +10.4% | +43.3% | -32.9% | +9.9% |
| 30D | +3.3% | -37.4% | +40.7% | +3.6% |
| 3M | -4.5% | -36.8% | +32.3% | -4.4% |
| 6M | -4.4% | -36.9% | +32.5% | -5.2% |
| YTD | +16.6% | +250.7% | -234.0% | +10.5% |
| 1Y | +15.3% | +337.6% | -322.3% | +8.4% |
| All | +78.6% | +1,303.2% | -1,224.6% | +56.1% |
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 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