+475.1%
MULL vs CAI
+12.6%
+462.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.1% | -14.9% | -13.9% |
| 7D | -35.9% | -6.3% | -29.6% | -35.5% |
| 30D | -47.3% | +9.3% | -56.6% | -47.3% |
| 3M | -30.6% | +106.3% | -136.9% | -32.1% |
| 6M | +13.7% | +77.7% | -64.0% | +11.4% |
| YTD | +272.1% | +23.1% | +249.0% | +297.0% |
| 1Y | +475.1% | +6.5% | +468.5% | +492.5% |
| All | +475.1% | +12.6% | +462.5% | +492.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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