+2,802.6%
MULL vs ACI
-32.3%
+2,834.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.3% | +12.1% | +11.4% |
| 7D | +17.3% | +0.2% | +17.1% | +17.7% |
| 30D | +23.5% | +5.9% | +17.6% | +32.9% |
| 3M | -24.0% | -19.8% | -4.2% | -33.3% |
| 6M | +276.7% | -24.7% | +301.5% | +224.9% |
| YTD | +565.1% | -24.4% | +589.5% | +484.8% |
| 1Y | +2,802.6% | -31.5% | +2,834.1% | +2,874.6% |
| All | +2,802.6% | -32.3% | +2,834.9% | +2,874.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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