+1,053.2%
MULL vs ALHC
-45.6%
+1,098.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -2.4% |
| 7D | -32.2% | +3.8% | -36.0% | -31.9% |
| 30D | -55.4% | +1.7% | -57.0% | -55.2% |
| 3M | -41.3% | -44.3% | +3.1% | -42.4% |
| 6M | -44.9% | -57.2% | +12.3% | -44.1% |
| YTD | +192.4% | -61.2% | +253.6% | +193.8% |
| 1Y | +239.4% | -53.2% | +292.6% | +246.9% |
| All | +1,053.2% | -45.6% | +1,098.8% | +960.9% |
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