+2,302.1%
MULL vs CRL
+26.5%
+2,275.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.5% |
| 7D | -8.4% | -3.5% | -4.9% | -6.0% |
| 30D | +9.7% | -2.1% | +11.8% | +11.3% |
| 3M | -26.8% | +48.0% | -74.7% | -45.6% |
| 6M | +220.7% | +64.7% | +156.0% | +116.6% |
| YTD | +509.0% | +39.5% | +469.5% | +363.4% |
| 1Y | +1,739.5% | +74.2% | +1,665.3% | +1,050.7% |
| All | +2,302.1% | +26.5% | +2,275.7% | +1,755.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling