+2,802.6%
MULL vs CLBK
+73.3%
+2,729.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +17.3% | +1.2% | +16.1% | +17.2% |
| 30D | +23.5% | +9.1% | +14.4% | +22.7% |
| 3M | -24.0% | +27.7% | -51.7% | -24.9% |
| 6M | +276.7% | +40.8% | +235.9% | +261.6% |
| YTD | +565.1% | +66.4% | +498.7% | +512.7% |
| 1Y | +2,802.6% | +72.4% | +2,730.2% | +2,774.7% |
| All | +2,802.6% | +73.3% | +2,729.3% | +2,774.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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