+2,640.6%
MULL vs CAI
-8.1%
+2,648.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | +14.0% | +0.2% | +13.8% | +14.0% |
| 30D | +24.8% | +9.1% | +15.7% | +23.8% |
| 3M | -16.1% | +53.8% | -69.9% | -19.6% |
| 6M | +330.9% | +33.5% | +297.4% | +310.8% |
| YTD | +545.0% | -8.0% | +553.0% | +575.5% |
| 1Y | +2,427.1% | -28.7% | +2,455.8% | +2,638.8% |
| All | +2,640.6% | -8.1% | +2,648.7% | +2,776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling