+1,283.0%
MULL vs ACWI
+33.4%
+1,249.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -0.1% |
| 7D | +43.3% | +2.7% | +40.6% | +25.6% |
| 30D | -37.4% | -2.6% | -34.9% | -21.2% |
| 3M | -36.8% | -3.2% | -33.7% | -17.4% |
| 6M | -36.9% | +1.9% | -38.7% | -24.1% |
| YTD | +250.7% | +11.3% | +239.3% | +196.0% |
| 1Y | +337.6% | +11.7% | +325.9% | +280.1% |
| All | +1,283.0% | +33.4% | +1,249.6% | +625.5% |
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