+475.1%
MULL vs CPAY
+59.0%
+416.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.7% | -13.5% |
| 7D | -35.9% | +5.7% | -41.7% | -35.6% |
| 30D | -47.3% | +4.2% | -51.5% | -47.2% |
| 3M | -30.6% | +5.6% | -36.1% | -30.3% |
| 6M | +13.7% | +34.7% | -21.0% | +9.0% |
| YTD | +272.1% | +39.1% | +233.0% | +247.1% |
| 1Y | +475.1% | +60.3% | +414.8% | +440.3% |
| All | +475.1% | +59.0% | +416.0% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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