+475.1%
MULL vs ACWI
+14.9%
+460.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.4% | -24.5% |
| 7D | -35.9% | -0.5% | -35.4% | -34.9% |
| 30D | -47.3% | -1.6% | -45.7% | -41.3% |
| 3M | -30.6% | -1.3% | -29.2% | -23.8% |
| 6M | +13.7% | +5.8% | +7.9% | +3.3% |
| YTD | +272.1% | +12.7% | +259.4% | +151.3% |
| 1Y | +475.1% | +15.0% | +460.1% | +250.4% |
| All | +475.1% | +14.9% | +460.2% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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