+2,444.0%
MULL vs ACWI
+37.3%
+2,406.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -0.4% |
| 7D | +14.0% | +1.1% | +12.9% | +7.3% |
| 30D | +24.8% | -0.2% | +25.0% | +27.2% |
| 3M | -16.1% | +4.7% | -20.8% | -25.1% |
| 6M | +330.9% | +14.5% | +316.4% | +175.6% |
| YTD | +545.0% | +14.6% | +530.4% | +326.1% |
| 1Y | +2,427.1% | +21.4% | +2,405.7% | +1,285.9% |
| All | +2,444.0% | +37.3% | +2,406.6% | +944.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling