+475.1%
MULL vs ACI
-18.4%
+493.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.3% | -9.0% |
| 7D | -35.9% | +4.5% | -40.4% | -30.9% |
| 30D | -47.3% | +20.9% | -68.2% | -30.1% |
| 3M | -30.6% | +15.2% | -45.8% | -12.1% |
| 6M | +13.7% | -13.3% | +27.0% | +12.7% |
| YTD | +272.1% | -16.2% | +288.3% | +279.9% |
| 1Y | +475.1% | -16.9% | +491.9% | +476.2% |
| All | +475.1% | -18.4% | +493.5% | +476.2% |
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