-25.3%
ACN vs MULL
+2,040.8%
-2,066.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.3% | +10.5% | +0.4% |
| 7D | -7.9% | +3.6% | -11.5% | -7.5% |
| 30D | -1.1% | +22.0% | -23.1% | +1.0% |
| 3M | +5.6% | -8.6% | +14.2% | +8.1% |
| 6M | -9.9% | +248.5% | -258.5% | -4.3% |
| YTD | -32.3% | +516.3% | -548.6% | -27.6% |
| 1Y | -25.3% | +2,036.6% | -2,062.0% | -19.5% |
| All | -25.3% | +2,040.8% | -2,066.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling