+2,581.4%
MULL vs ALC
-24.4%
+2,605.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.9% |
| 7D | +14.8% | -5.3% | +20.1% | +17.5% |
| 30D | +36.6% | -7.1% | +43.6% | +40.4% |
| 3M | -8.9% | +0.8% | -9.7% | -12.7% |
| 6M | +311.9% | -16.0% | +327.9% | +367.5% |
| YTD | +579.8% | -12.7% | +592.6% | +623.9% |
| 1Y | +2,421.5% | -12.8% | +2,434.4% | +2,584.9% |
| All | +2,581.4% | -24.4% | +2,605.8% | +3,295.0% |
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