+2,523.1%
MULL vs ACM
-39.2%
+2,562.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.1% |
| 7D | +17.3% | -3.7% | +21.1% | +21.0% |
| 30D | +23.5% | -11.1% | +34.6% | +35.1% |
| 3M | -24.0% | -8.0% | -16.0% | -21.9% |
| 6M | +276.7% | -29.7% | +306.4% | +448.4% |
| YTD | +565.1% | -29.4% | +594.4% | +787.8% |
| 1Y | +2,802.6% | -46.4% | +2,849.0% | +6,448.7% |
| All | +2,523.1% | -39.2% | +2,562.3% | +3,602.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling