+24.5%
MULL vs ALM
+0.3%
+24.2%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -12.9% | N/A |
| 7D | +24.5% | +1.2% | +23.3% | N/A |
| All | +24.5% | +0.3% | +24.2% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling