+475.1%
MULL vs ALHC
-51.4%
+526.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.1% | -23.9% | -13.7% |
| 7D | -35.9% | -0.5% | -35.4% | -35.8% |
| 30D | -47.3% | -4.2% | -43.1% | -47.2% |
| 3M | -30.6% | -39.8% | +9.2% | -29.8% |
| 6M | +13.7% | -57.7% | +71.4% | +26.8% |
| YTD | +272.1% | -58.8% | +330.9% | +306.5% |
| 1Y | +475.1% | -52.4% | +527.4% | +455.3% |
| All | +475.1% | -51.4% | +526.5% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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