+1,082.9%
MULL vs ALC
-17.0%
+1,099.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.3% | +12.1% | +12.2% |
| 7D | -27.1% | +2.1% | -29.2% | -27.6% |
| 30D | -54.2% | +17.2% | -71.4% | -57.1% |
| 3M | -42.0% | +4.6% | -46.6% | -43.4% |
| 6M | -43.5% | +20.1% | -63.6% | -52.6% |
| YTD | +199.9% | -4.2% | +204.1% | +207.4% |
| 1Y | +292.8% | +2.1% | +290.8% | +262.9% |
| All | +1,082.9% | -17.0% | +1,099.9% | +1,341.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling