+2,802.6%
MULL vs ALC
-10.2%
+2,812.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.2% | +14.0% | +10.7% |
| 7D | +17.3% | -2.1% | +19.4% | +16.2% |
| 30D | +23.5% | -0.1% | +23.6% | +23.6% |
| 3M | -24.0% | +5.9% | -29.9% | -22.0% |
| 6M | +276.7% | -15.9% | +292.7% | +342.4% |
| YTD | +565.1% | -10.1% | +575.2% | +654.9% |
| 1Y | +2,802.6% | -10.2% | +2,812.8% | +3,492.8% |
| All | +2,802.6% | -10.2% | +2,812.7% | +3,492.8% |
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