+1,211.6%
MULL vs ALC
-18.1%
+1,229.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.2% | -8.4% | -5.9% |
| 7D | +24.5% | -1.1% | +25.6% | +24.8% |
| 30D | -35.5% | +16.0% | -51.6% | -39.6% |
| 3M | -44.8% | +0.8% | -45.6% | -45.2% |
| 6M | -45.5% | +16.8% | -62.3% | -53.3% |
| YTD | +232.5% | -5.5% | +238.0% | +241.7% |
| 1Y | +343.3% | -5.3% | +348.5% | +353.9% |
| All | +1,211.6% | -18.1% | +1,229.7% | +1,502.8% |
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 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