+1,330.3%
MULL vs ALC
-19.9%
+1,350.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -2.2% | +26.2% | +24.5% |
| 7D | -2.5% | -6.3% | +3.7% | -0.9% |
| 30D | -40.1% | +12.6% | -52.7% | -43.3% |
| 3M | -28.2% | -3.8% | -24.4% | -27.5% |
| 6M | -39.6% | +16.8% | -56.4% | -49.3% |
| YTD | +262.6% | -7.6% | +270.2% | +274.7% |
| 1Y | +366.2% | -5.9% | +372.1% | +368.9% |
| All | +1,330.3% | -19.9% | +1,350.2% | +1,657.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling