+1,211.6%
MULL vs CRL
+53.6%
+1,157.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.5% |
| 7D | +24.5% | +0.1% | +24.4% | +24.6% |
| 30D | -35.5% | +11.9% | -47.4% | -38.4% |
| 3M | -44.8% | +20.2% | -65.0% | -50.0% |
| 6M | -45.5% | +107.5% | -153.0% | -67.3% |
| YTD | +232.5% | +69.4% | +163.1% | +127.3% |
| 1Y | +343.3% | +99.7% | +243.5% | +163.7% |
| All | +1,211.6% | +53.6% | +1,157.9% | +809.7% |
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