+366.2%
MULL vs ACM
-45.3%
+411.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.5% | +24.6% | +24.1% |
| 7D | -2.5% | +3.0% | -5.6% | -3.0% |
| 30D | -40.1% | +19.7% | -59.7% | -41.7% |
| 3M | -28.2% | +5.3% | -33.5% | -28.4% |
| 6M | -39.6% | -10.8% | -28.8% | -34.4% |
| YTD | +262.6% | -25.1% | +287.7% | +312.1% |
| 1Y | +366.2% | -45.8% | +412.0% | +599.7% |
| All | +366.2% | -45.3% | +411.4% | +599.7% |
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