+2,330.7%
MULL vs ALM
+1,178.5%
+1,152.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.6% | +0.3% | -6.4% |
| 7D | +3.6% | -7.1% | +10.7% | +5.7% |
| 30D | +22.0% | +24.7% | -2.7% | +14.0% |
| 3M | -8.6% | +8.3% | -16.9% | -9.4% |
| 6M | +248.5% | -22.2% | +270.7% | +266.0% |
| YTD | +516.3% | +88.1% | +428.2% | +486.7% |
| 1Y | +2,036.6% | +272.4% | +1,764.3% | +1,756.8% |
| All | +2,330.7% | +1,178.5% | +1,152.2% | +1,508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling