+475.1%
MULL vs CNI
+37.5%
+437.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.1% | -15.9% | -14.1% |
| 7D | -35.9% | +3.7% | -39.7% | -36.5% |
| 30D | -47.3% | +8.1% | -55.4% | -48.8% |
| 3M | -30.6% | +1.9% | -32.4% | -30.1% |
| 6M | +13.7% | +19.2% | -5.5% | +2.9% |
| YTD | +272.1% | +32.7% | +239.4% | +216.3% |
| 1Y | +475.1% | +37.0% | +438.1% | +374.6% |
| All | +475.1% | +37.5% | +437.5% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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