+475.1%
MULL vs ACM
-46.6%
+521.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.9% | -16.7% | -14.0% |
| 7D | -35.9% | +9.5% | -45.4% | -36.7% |
| 30D | -47.3% | +14.7% | -62.1% | -48.5% |
| 3M | -30.6% | -9.5% | -21.1% | -27.4% |
| 6M | +13.7% | -18.0% | +31.7% | +28.8% |
| YTD | +272.1% | -27.3% | +299.4% | +326.1% |
| 1Y | +475.1% | -47.0% | +522.1% | +827.9% |
| All | +475.1% | -46.6% | +521.6% | +827.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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