+2,427.1%
MULL vs ACGL
+2.4%
+2,424.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -9.7% |
| 7D | +14.0% | -2.9% | +16.9% | +5.0% |
| 30D | +24.8% | -2.8% | +27.6% | +16.6% |
| 3M | -16.1% | +6.8% | -22.9% | +8.1% |
| 6M | +330.9% | -1.5% | +332.4% | +424.5% |
| YTD | +545.0% | -0.2% | +545.2% | +730.2% |
| 1Y | +2,427.1% | +5.3% | +2,421.8% | +3,535.3% |
| All | +2,427.1% | +2.4% | +2,424.8% | +3,535.3% |
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