+1,283.0%
MULL vs ABCL
+276.1%
+1,007.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -1.7% |
| 7D | +43.3% | +4.4% | +38.9% | +39.5% |
| 30D | -37.4% | -7.9% | -29.6% | -32.1% |
| 3M | -36.8% | +12.2% | -49.1% | -39.8% |
| 6M | -36.9% | +134.7% | -171.6% | -63.3% |
| YTD | +250.7% | +239.8% | +10.9% | +63.9% |
| 1Y | +337.6% | +192.7% | +144.9% | +124.3% |
| All | +1,283.0% | +276.1% | +1,007.0% | +421.2% |
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