+248.5%
MULL vs CPAY
+26.5%
+222.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.3% |
| 7D | +3.6% | -2.7% | +6.3% | +3.3% |
| 30D | +22.0% | +0.6% | +21.5% | +22.1% |
| 3M | -8.6% | +17.0% | -25.7% | -6.7% |
| 6M | +248.5% | +24.1% | +224.4% | +208.4% |
| All | +248.5% | +26.5% | +222.0% | +208.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling