+1,283.0%
MULL vs ACGL
+14.3%
+1,268.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.2% |
| 7D | +43.3% | -1.2% | +44.5% | +41.7% |
| 30D | -37.4% | +12.8% | -50.2% | -27.9% |
| 3M | -36.8% | +12.3% | -49.1% | -26.7% |
| 6M | -36.9% | +15.8% | -52.7% | -21.8% |
| YTD | +250.7% | +13.9% | +236.8% | +333.5% |
| 1Y | +337.6% | +19.0% | +318.6% | +433.6% |
| All | +1,283.0% | +14.3% | +1,268.7% | +1,702.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling