+2,518.6%
MULL vs CAI
-11.0%
+2,529.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.4% | -9.4% |
| 7D | +3.6% | -5.1% | +8.7% | +4.1% |
| 30D | +22.0% | +3.9% | +18.1% | +21.5% |
| 3M | -8.6% | +40.1% | -48.7% | -11.9% |
| 6M | +248.5% | +29.7% | +218.9% | +233.0% |
| YTD | +516.3% | -10.9% | +527.2% | +547.2% |
| 1Y | +2,036.6% | -28.0% | +2,064.7% | +2,213.8% |
| All | +2,518.6% | -11.0% | +2,529.6% | +2,656.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling