+2,444.0%
MULL vs CLBK
+35.3%
+2,408.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.6% |
| 7D | +14.0% | +1.1% | +12.9% | +13.2% |
| 30D | +24.8% | +7.8% | +17.0% | +18.5% |
| 3M | -16.1% | +23.9% | -40.0% | -28.8% |
| 6M | +330.9% | +42.3% | +288.6% | +223.8% |
| YTD | +545.0% | +65.4% | +479.6% | +313.5% |
| 1Y | +2,427.1% | +70.3% | +2,356.8% | +1,452.9% |
| All | +2,444.0% | +35.3% | +2,408.6% | +2,035.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling