+2,330.7%
MULL vs ACI
-35.2%
+2,366.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -10.5% |
| 7D | +3.6% | -7.1% | +10.7% | -3.3% |
| 30D | +22.0% | -4.5% | +26.5% | +17.4% |
| 3M | -8.6% | -22.3% | +13.6% | -20.4% |
| 6M | +248.5% | -28.4% | +276.9% | +195.0% |
| YTD | +516.3% | -29.5% | +545.8% | +424.1% |
| 1Y | +2,036.6% | -34.2% | +2,070.9% | +1,685.7% |
| All | +2,330.7% | -35.2% | +2,366.0% | +2,176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling