+2,523.1%
MULL vs CRL
+31.1%
+2,492.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.5% | +13.0% |
| 7D | +17.3% | -1.0% | +18.3% | +18.0% |
| 30D | +23.5% | +10.7% | +12.8% | +14.8% |
| 3M | -24.0% | +55.3% | -79.3% | -44.9% |
| 6M | +276.7% | +60.7% | +216.1% | +160.0% |
| YTD | +565.1% | +44.6% | +520.4% | +393.2% |
| 1Y | +2,802.6% | +77.7% | +2,724.8% | +1,693.1% |
| All | +2,523.1% | +31.1% | +2,492.0% | +1,874.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling