+2,444.0%
MULL vs ACM
-39.7%
+2,483.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.3% |
| 7D | +14.0% | -0.3% | +14.3% | +14.3% |
| 30D | +24.8% | -12.9% | +37.7% | +39.4% |
| 3M | -16.1% | -6.4% | -9.7% | -16.7% |
| 6M | +330.9% | -29.2% | +360.1% | +519.8% |
| YTD | +545.0% | -29.9% | +574.9% | +767.2% |
| 1Y | +2,427.1% | -47.3% | +2,474.4% | +5,741.5% |
| All | +2,444.0% | -39.7% | +2,483.7% | +3,516.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling