+2,523.1%
MULL vs ABCL
+269.9%
+2,253.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.2% | +13.0% | +12.5% |
| 7D | +17.3% | +0.7% | +16.6% | +16.9% |
| 30D | +23.5% | +93.1% | -69.6% | -20.8% |
| 3M | -24.0% | +79.4% | -103.4% | -48.6% |
| 6M | +276.7% | +214.9% | +61.9% | +84.6% |
| YTD | +565.1% | +234.2% | +330.9% | +205.5% |
| 1Y | +2,802.6% | +174.8% | +2,627.8% | +1,412.8% |
| All | +2,523.1% | +269.9% | +2,253.2% | +871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling