+953.2%
MULL vs ACGL
+12.2%
+941.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.0% | +12.1% | +5.8% |
| 7D | -42.7% | +0.9% | -43.6% | -41.6% |
| 30D | -63.8% | +13.7% | -77.5% | -57.8% |
| 3M | -49.0% | +8.0% | -57.1% | -43.0% |
| 6M | -38.2% | +13.3% | -51.5% | -24.9% |
| YTD | +167.0% | +11.8% | +155.2% | +223.8% |
| 1Y | +247.7% | +22.2% | +225.5% | +309.2% |
| All | +953.2% | +12.2% | +941.0% | +1,247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling