+2,444.0%
MULL vs CRL
+27.6%
+2,416.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.2% |
| 7D | +14.0% | -0.6% | +14.5% | +14.3% |
| 30D | +24.8% | +5.0% | +19.9% | +20.4% |
| 3M | -16.1% | +50.6% | -66.7% | -38.4% |
| 6M | +330.9% | +60.9% | +270.0% | +195.3% |
| YTD | +545.0% | +40.7% | +504.3% | +387.5% |
| 1Y | +2,427.1% | +73.3% | +2,353.8% | +1,487.5% |
| All | +2,444.0% | +27.6% | +2,416.3% | +1,851.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling