+475.1%
MULL vs ALC
+4.2%
+470.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.8% | -20.6% | -7.3% |
| 7D | -35.9% | +10.7% | -46.6% | -28.6% |
| 30D | -47.3% | +20.2% | -67.5% | -37.2% |
| 3M | -30.6% | +8.9% | -39.5% | -22.7% |
| 6M | +13.7% | +5.7% | +8.0% | +38.1% |
| YTD | +272.1% | -1.4% | +273.5% | +380.8% |
| 1Y | +475.1% | +4.7% | +470.4% | +649.4% |
| All | +475.1% | +4.2% | +470.9% | +649.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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