+2,523.1%
MULL vs ACWI
+38.0%
+2,485.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +12.0% |
| 7D | +17.3% | +0.5% | +16.8% | +14.0% |
| 30D | +23.5% | +0.9% | +22.6% | +18.4% |
| 3M | -24.0% | +2.4% | -26.4% | -21.4% |
| 6M | +276.7% | +12.4% | +264.4% | +165.4% |
| YTD | +565.1% | +15.2% | +549.9% | +327.9% |
| 1Y | +2,802.6% | +22.7% | +2,779.9% | +1,409.6% |
| All | +2,523.1% | +38.0% | +2,485.1% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling