+2,421.5%
MULL vs ACM
-48.7%
+2,470.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.5% |
| 7D | +14.8% | -3.7% | +18.4% | +16.3% |
| 30D | +36.6% | -12.7% | +49.2% | +43.8% |
| 3M | -8.9% | -9.8% | +0.9% | -7.0% |
| 6M | +311.9% | -31.4% | +343.3% | +422.3% |
| YTD | +579.8% | -32.1% | +611.9% | +720.7% |
| 1Y | +2,421.5% | -47.8% | +2,469.4% | +4,228.9% |
| All | +2,421.5% | -48.7% | +2,470.3% | +4,228.9% |
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