+2,802.6%
MULL vs CPB
-32.6%
+2,835.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.4% | +15.2% | +7.5% |
| 7D | +17.3% | -8.6% | +25.9% | +5.2% |
| 30D | +23.5% | -7.2% | +30.7% | +13.1% |
| 3M | -24.0% | +0.9% | -24.9% | -16.0% |
| 6M | +276.7% | -11.8% | +288.6% | +293.1% |
| YTD | +565.1% | -19.4% | +584.5% | +589.2% |
| 1Y | +2,802.6% | -30.4% | +2,833.0% | +3,044.2% |
| All | +2,802.6% | -32.6% | +2,835.2% | +3,044.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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