+2,444.0%
MULL vs ALC
-23.6%
+2,467.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.1% |
| 7D | +14.0% | -3.7% | +17.7% | +15.8% |
| 30D | +24.8% | -3.7% | +28.6% | +26.0% |
| 3M | -16.1% | +4.6% | -20.7% | -21.8% |
| 6M | +330.9% | -14.6% | +345.5% | +383.1% |
| YTD | +545.0% | -11.9% | +556.9% | +583.8% |
| 1Y | +2,427.1% | -13.1% | +2,440.3% | +2,632.9% |
| All | +2,444.0% | -23.6% | +2,467.6% | +3,107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling