+2,302.1%
MULL vs AHR
+113.6%
+2,188.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -8.4% | -2.1% | -6.3% | -7.8% |
| 30D | +9.7% | +1.9% | +7.8% | +8.7% |
| 3M | -26.8% | +15.7% | -42.4% | -35.8% |
| 6M | +220.7% | +2.5% | +218.2% | +208.4% |
| YTD | +509.0% | +15.0% | +494.0% | +431.4% |
| 1Y | +1,739.5% | +28.1% | +1,711.4% | +1,351.6% |
| All | +2,302.1% | +113.6% | +2,188.5% | +1,147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling