+475.1%
MULL vs CPB
-18.4%
+493.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -5.0% |
| 7D | -35.9% | +13.0% | -48.9% | -21.6% |
| 30D | -47.3% | +20.5% | -67.9% | -28.2% |
| 3M | -30.6% | +2.2% | -32.8% | -24.2% |
| 6M | +13.7% | +15.4% | -1.7% | +62.0% |
| YTD | +272.1% | -12.3% | +284.4% | +346.1% |
| 1Y | +475.1% | -18.0% | +493.0% | +568.1% |
| All | +475.1% | -18.4% | +493.5% | +568.1% |
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