+475.1%
MULL vs AHR
+26.3%
+448.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -12.5% |
| 7D | -35.9% | +9.5% | -45.4% | -33.0% |
| 30D | -47.3% | +11.7% | -59.0% | -44.4% |
| 3M | -30.6% | +4.0% | -34.6% | -27.7% |
| 6M | +13.7% | +13.5% | +0.2% | +17.4% |
| YTD | +272.1% | +21.6% | +250.5% | +263.2% |
| 1Y | +475.1% | +25.1% | +450.0% | +442.9% |
| All | +475.1% | +26.3% | +448.8% | +442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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