+953.2%
MULL vs ABCL
+284.5%
+668.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.7% | +2.4% | +5.2% |
| 7D | -42.7% | -3.2% | -39.5% | -40.2% |
| 30D | -63.8% | -7.4% | -56.3% | -60.7% |
| 3M | -49.0% | +81.9% | -131.0% | -64.7% |
| 6M | -38.2% | +135.7% | -173.9% | -63.7% |
| YTD | +167.0% | +247.4% | -80.3% | +23.6% |
| 1Y | +247.7% | +162.3% | +85.5% | +88.2% |
| All | +953.2% | +284.5% | +668.7% | +293.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling