+475.1%
MULL vs ABCL
+138.2%
+336.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.8% | -14.6% | -14.2% |
| 7D | -35.9% | -10.0% | -25.9% | -31.9% |
| 30D | -47.3% | -10.9% | -36.5% | -43.4% |
| 3M | -30.6% | +101.6% | -132.2% | -55.9% |
| 6M | +13.7% | +167.5% | -153.8% | -40.1% |
| YTD | +272.1% | +259.1% | +13.1% | +61.1% |
| 1Y | +475.1% | +152.2% | +322.9% | +213.4% |
| All | +475.1% | +138.2% | +336.9% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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