+1,330.3%
MULL vs ALHC
-45.5%
+1,375.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.3% | +23.8% | +24.0% |
| 7D | -2.5% | -5.5% | +3.0% | -2.7% |
| 30D | -40.1% | -4.9% | -35.1% | -40.1% |
| 3M | -28.2% | -41.7% | +13.5% | -29.4% |
| 6M | -39.6% | -55.2% | +15.6% | -38.5% |
| YTD | +262.6% | -61.1% | +323.7% | +264.4% |
| 1Y | +366.2% | -53.3% | +419.5% | +376.1% |
| All | +1,330.3% | -45.5% | +1,375.8% | +1,215.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling