+2,330.7%
MULL vs CPAY
+10.3%
+2,320.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -9.9% |
| 7D | +3.6% | -2.7% | +6.3% | +6.0% |
| 30D | +22.0% | +0.6% | +21.5% | +21.2% |
| 3M | -8.6% | +17.0% | -25.7% | -25.6% |
| 6M | +248.5% | +24.1% | +224.4% | +163.7% |
| YTD | +516.3% | +35.7% | +480.6% | +278.9% |
| 1Y | +2,036.6% | +34.0% | +2,002.6% | +1,209.6% |
| All | +2,330.7% | +10.3% | +2,320.4% | +2,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling