+2,444.0%
MULL vs ABCL
+270.2%
+2,173.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +14.0% | +1.4% | +12.6% | +13.1% |
| 30D | +24.8% | +65.1% | -40.3% | -10.9% |
| 3M | -16.1% | +111.1% | -127.2% | -49.1% |
| 6M | +330.9% | +231.6% | +99.3% | +104.9% |
| YTD | +545.0% | +234.5% | +310.5% | +196.1% |
| 1Y | +2,427.1% | +174.3% | +2,252.8% | +1,217.3% |
| All | +2,444.0% | +270.2% | +2,173.7% | +841.6% |
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