+2,330.7%
MULL vs CPB
-48.6%
+2,379.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -13.1% |
| 7D | +3.6% | -5.4% | +9.0% | -1.4% |
| 30D | +22.0% | -7.8% | +29.9% | +14.0% |
| 3M | -8.6% | -6.9% | -1.7% | -8.2% |
| 6M | +248.5% | -12.2% | +260.7% | +251.9% |
| YTD | +516.3% | -21.1% | +537.4% | +507.9% |
| 1Y | +2,036.6% | -33.5% | +2,070.1% | +1,929.2% |
| All | +2,330.7% | -48.6% | +2,379.4% | +1,985.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling