-38.2%
MULL vs ACWI
-0.6%
-37.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.2% | +9.4% |
| 7D | -42.7% | -2.4% | -40.4% | -27.8% |
| 30D | -63.8% | -5.2% | -58.6% | -39.5% |
| 3M | -49.0% | -4.8% | -44.2% | -19.9% |
| 6M | -38.2% | -1.3% | -36.9% | -14.3% |
| All | -38.2% | -0.6% | -37.6% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling