+2,330.7%
MULL vs ACM
-42.6%
+2,373.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.6% | -7.8% |
| 7D | +3.6% | -5.9% | +9.5% | +9.0% |
| 30D | +22.0% | -6.2% | +28.2% | +26.2% |
| 3M | -8.6% | -7.9% | -0.8% | -9.7% |
| 6M | +248.5% | -30.6% | +279.1% | +404.0% |
| YTD | +516.3% | -33.3% | +549.6% | +763.1% |
| 1Y | +2,036.6% | -49.2% | +2,085.8% | +4,920.1% |
| All | +2,330.7% | -42.6% | +2,373.3% | +3,499.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling