+1,082.9%
MULL vs ABCL
+304.5%
+778.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +5.2% | +7.1% | +9.3% |
| 7D | -27.1% | +12.4% | -39.5% | -30.1% |
| 30D | -54.2% | -0.4% | -53.9% | -52.3% |
| 3M | -42.0% | +80.4% | -122.3% | -59.3% |
| 6M | -43.5% | +138.5% | -182.0% | -67.2% |
| YTD | +199.9% | +265.5% | -65.6% | +35.1% |
| 1Y | +292.8% | +219.7% | +73.1% | +92.8% |
| All | +1,082.9% | +304.5% | +778.4% | +329.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling