+2,330.7%
MULL vs CRL
+24.1%
+2,306.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.0% |
| 7D | +3.6% | -6.9% | +10.5% | +8.9% |
| 30D | +22.0% | -3.2% | +25.2% | +24.8% |
| 3M | -8.6% | +46.5% | -55.2% | -31.7% |
| 6M | +248.5% | +63.1% | +185.4% | +137.0% |
| YTD | +516.3% | +36.9% | +479.4% | +375.3% |
| 1Y | +2,036.6% | +78.1% | +1,958.5% | +1,212.3% |
| All | +2,330.7% | +24.1% | +2,306.6% | +1,802.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling