+2,581.4%
MULL vs ALHC
-7.6%
+2,589.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +5.2% |
| 7D | +14.8% | -4.1% | +18.9% | +14.5% |
| 30D | +36.6% | -5.4% | +42.0% | +36.2% |
| 3M | -8.9% | -32.1% | +23.3% | -9.5% |
| 6M | +311.9% | -28.5% | +340.4% | +318.8% |
| YTD | +579.8% | -34.0% | +613.9% | +594.5% |
| 1Y | +2,421.5% | -20.9% | +2,442.5% | +2,522.4% |
| All | +2,581.4% | -7.6% | +2,589.0% | +2,407.8% |
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