+2,036.6%
MULL vs ACWI
+19.1%
+2,017.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.8% | -8.5% | -3.6% |
| 7D | +3.6% | -1.9% | +5.6% | +18.5% |
| 30D | +22.0% | -1.3% | +23.3% | +34.5% |
| 3M | -8.6% | +5.0% | -13.6% | -22.7% |
| 6M | +248.5% | +11.7% | +236.8% | +144.3% |
| YTD | +516.3% | +13.0% | +503.3% | +307.1% |
| 1Y | +2,036.6% | +19.2% | +2,017.4% | +859.2% |
| All | +2,036.6% | +19.1% | +2,017.5% | +859.2% |
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