+1,330.3%
MULL vs ACM
-35.5%
+1,365.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.5% | +24.6% | +24.4% |
| 7D | -2.5% | +3.0% | -5.6% | -3.8% |
| 30D | -40.1% | +19.7% | -59.7% | -47.8% |
| 3M | -28.2% | +5.3% | -33.5% | -32.5% |
| 6M | -39.6% | -10.8% | -28.8% | -34.5% |
| YTD | +262.6% | -25.1% | +287.7% | +361.5% |
| 1Y | +366.2% | -45.8% | +412.0% | +1,013.8% |
| All | +1,330.3% | -35.5% | +1,365.8% | +1,824.9% |
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 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