+1,211.6%
MULL vs ACI
-26.7%
+1,238.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.9% |
| 7D | +24.5% | +2.3% | +22.3% | +27.5% |
| 30D | -35.5% | +1.2% | -36.8% | -34.0% |
| 3M | -44.8% | +6.8% | -51.6% | -39.3% |
| 6M | -45.5% | -18.7% | -26.7% | -47.5% |
| YTD | +232.5% | -20.2% | +252.8% | +226.2% |
| 1Y | +343.3% | -23.7% | +367.0% | +327.5% |
| All | +1,211.6% | -26.7% | +1,238.3% | +1,316.8% |
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