+475.1%
MULL vs CRL
+85.3%
+389.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.3% | -6.5% | -10.2% |
| 7D | -35.9% | -12.8% | -23.2% | -31.3% |
| 30D | -47.3% | +5.0% | -52.3% | -47.1% |
| 3M | -30.6% | +39.4% | -69.9% | -37.3% |
| 6M | +13.7% | +89.4% | -75.7% | -8.3% |
| YTD | +272.1% | +63.6% | +208.5% | +226.1% |
| 1Y | +475.1% | +83.5% | +391.6% | +434.2% |
| All | +475.1% | +85.3% | +389.7% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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