+2,581.4%
MULL vs AHR
+114.4%
+2,467.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.0% |
| 7D | +14.8% | -4.3% | +19.1% | +16.6% |
| 30D | +36.6% | -3.1% | +39.6% | +37.8% |
| 3M | -8.9% | +15.7% | -24.6% | -20.1% |
| 6M | +311.9% | +4.1% | +307.9% | +291.8% |
| YTD | +579.8% | +15.4% | +564.4% | +492.5% |
| 1Y | +2,421.5% | +28.0% | +2,393.6% | +1,893.8% |
| All | +2,581.4% | +114.4% | +2,467.0% | +1,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling