+2,302.1%
MULL vs CRBG
+17.6%
+2,284.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.7% |
| 7D | -8.4% | +0.6% | -9.0% | -9.1% |
| 30D | +9.7% | +2.6% | +7.1% | +5.8% |
| 3M | -26.8% | +24.0% | -50.8% | -44.4% |
| 6M | +220.7% | +50.5% | +170.2% | +84.5% |
| YTD | +509.0% | +17.1% | +491.9% | +371.0% |
| 1Y | +1,739.5% | +5.9% | +1,733.6% | +1,503.0% |
| All | +2,302.1% | +17.6% | +2,284.6% | +1,639.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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