+248.2%
MULL vs ACGL
+21.8%
+226.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.8% | +11.5% | +14.8% |
| 7D | -27.1% | -1.1% | -26.0% | -28.6% |
| 30D | -54.2% | +13.1% | -67.4% | -29.9% |
| 3M | -42.0% | +9.8% | -51.8% | -17.9% |
| 6M | -43.5% | +15.3% | -58.7% | +12.4% |
| YTD | +199.9% | +12.7% | +187.2% | +532.4% |
| All | +248.2% | +21.8% | +226.4% | +794.8% |
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