+475.1%
MULL vs ACGL
+28.7%
+446.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.7% | -16.4% | -5.3% |
| 7D | -35.9% | +8.0% | -43.9% | -16.2% |
| 30D | -47.3% | +17.3% | -64.6% | -9.6% |
| 3M | -30.6% | +11.2% | -41.8% | +1.8% |
| 6M | +13.7% | +18.2% | -4.5% | +142.4% |
| YTD | +272.1% | +15.4% | +256.7% | +742.6% |
| 1Y | +475.1% | +26.5% | +448.5% | +1,554.2% |
| All | +475.1% | +28.7% | +446.4% | +1,554.2% |
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