+2,802.6%
MULL vs CAI
-31.3%
+2,833.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +11.9% |
| 7D | +17.3% | -2.2% | +19.5% | +17.5% |
| 30D | +23.5% | +52.4% | -28.9% | +18.3% |
| 3M | -24.0% | +45.1% | -69.1% | -26.6% |
| 6M | +276.7% | +26.2% | +250.5% | +268.2% |
| YTD | +565.1% | -7.1% | +572.1% | +626.9% |
| 1Y | +2,802.6% | -31.0% | +2,833.6% | +4,222.6% |
| All | +2,802.6% | -31.3% | +2,833.9% | +4,222.6% |
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