+2,802.6%
MULL vs ACGL
+4.8%
+2,797.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.7% | +13.5% | +6.9% |
| 7D | +17.3% | -0.7% | +18.1% | +15.5% |
| 30D | +23.5% | -1.0% | +24.5% | +21.8% |
| 3M | -24.0% | +11.0% | -35.0% | +11.6% |
| 6M | +276.7% | -0.3% | +277.1% | +384.5% |
| YTD | +565.1% | +2.3% | +562.8% | +821.1% |
| 1Y | +2,802.6% | +6.4% | +2,796.2% | +4,430.2% |
| All | +2,802.6% | +4.8% | +2,797.8% | +4,430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling