+2,444.0%
MULL vs CPB
-46.6%
+2,490.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -1.4% |
| 7D | +14.0% | -8.2% | +22.2% | +6.0% |
| 30D | +24.8% | -5.6% | +30.4% | +19.4% |
| 3M | -16.1% | +3.0% | -19.1% | -8.6% |
| 6M | +330.9% | -12.7% | +343.6% | +342.8% |
| YTD | +545.0% | -18.0% | +563.0% | +560.7% |
| 1Y | +2,427.1% | -31.7% | +2,458.9% | +2,385.1% |
| All | +2,444.0% | -46.6% | +2,490.6% | +2,167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling