+2,581.4%
MULL vs ACI
-34.4%
+2,615.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +3.2% |
| 7D | +14.8% | -5.0% | +19.8% | +9.4% |
| 30D | +36.6% | -2.3% | +38.9% | +34.4% |
| 3M | -8.9% | -23.2% | +14.3% | -21.4% |
| 6M | +311.9% | -29.5% | +341.4% | +248.3% |
| YTD | +579.8% | -28.6% | +608.4% | +485.8% |
| 1Y | +2,421.5% | -34.0% | +2,455.6% | +2,027.3% |
| All | +2,581.4% | -34.4% | +2,615.8% | +2,444.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling