-26.6%
ACN vs MULL
+1,351.1%
-1,377.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +24.0% | -25.9% | -0.7% |
| 7D | -4.0% | -2.5% | -1.5% | -3.6% |
| 30D | +19.0% | -40.1% | +59.1% | +17.4% |
| 3M | +42.2% | -28.2% | +70.4% | +41.9% |
| 6M | +50.1% | -39.6% | +89.7% | +49.4% |
| YTD | -2.7% | +262.6% | -265.4% | -7.3% |
| 1Y | +7.6% | +366.2% | -358.6% | +1.3% |
| All | -26.6% | +1,351.1% | -1,377.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling