+2,523.1%
MULL vs ACI
-30.5%
+2,553.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.3% | +12.1% | +11.5% |
| 7D | +17.3% | +0.2% | +17.1% | +17.6% |
| 30D | +23.5% | +5.9% | +17.6% | +31.2% |
| 3M | -24.0% | -19.8% | -4.2% | -30.9% |
| 6M | +276.7% | -24.7% | +301.5% | +238.4% |
| YTD | +565.1% | -24.4% | +589.5% | +504.6% |
| 1Y | +2,802.6% | -31.5% | +2,834.1% | +2,465.0% |
| All | +2,523.1% | -30.5% | +2,553.7% | +2,526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling