+2,302.1%
MULL vs CPAY
+10.3%
+2,291.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -8.4% | -2.0% | -6.5% | -6.8% |
| 30D | +9.7% | -0.4% | +10.0% | +9.8% |
| 3M | -26.8% | +16.4% | -43.1% | -40.0% |
| 6M | +220.7% | +23.5% | +197.2% | +144.0% |
| YTD | +509.0% | +35.7% | +473.4% | +274.6% |
| 1Y | +1,739.5% | +30.2% | +1,709.3% | +1,086.1% |
| All | +2,302.1% | +10.3% | +2,291.9% | +2,359.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling