+2,421.5%
MULL vs ALC
-14.0%
+2,435.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +4.9% |
| 7D | +14.8% | -5.3% | +20.1% | +11.7% |
| 30D | +36.6% | -7.1% | +43.6% | +32.1% |
| 3M | -8.9% | +0.8% | -9.7% | -7.9% |
| 6M | +311.9% | -16.0% | +327.9% | +365.8% |
| YTD | +579.8% | -12.7% | +592.6% | +660.2% |
| 1Y | +2,421.5% | -12.8% | +2,434.4% | +2,919.1% |
| All | +2,421.5% | -14.0% | +2,435.5% | +2,919.1% |
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