-48.6%
ACN vs MULL
+2,481.0%
-2,529.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -4.2% |
| 7D | -4.8% | +14.0% | -18.8% | -4.3% |
| 30D | +1.9% | +24.8% | -22.9% | +3.0% |
| 3M | +3.9% | -16.1% | +20.0% | +4.8% |
| 6M | -15.0% | +330.9% | -345.9% | -16.4% |
| YTD | -31.9% | +545.0% | -576.9% | -34.2% |
| 1Y | -28.5% | +2,427.1% | -2,455.6% | -35.3% |
| All | -48.6% | +2,481.0% | -2,529.7% | -57.3% |
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