+311.9%
MULL vs AHR
+5.0%
+306.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +4.4% |
| 7D | +14.8% | -4.3% | +19.1% | +11.6% |
| 30D | +36.6% | -3.1% | +39.6% | +33.6% |
| 3M | -8.9% | +15.7% | -24.6% | -8.2% |
| 6M | +311.9% | +4.1% | +307.9% | +396.1% |
| All | +311.9% | +5.0% | +306.9% | +396.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling