+343.3%
MULL vs ALHC
-55.7%
+398.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.1% |
| 7D | +24.5% | +0.3% | +24.3% | +24.5% |
| 30D | -35.5% | -10.6% | -24.9% | -35.1% |
| 3M | -44.8% | -45.3% | +0.5% | -43.8% |
| 6M | -45.5% | -59.7% | +14.3% | -39.2% |
| YTD | +232.5% | -62.7% | +295.3% | +263.8% |
| 1Y | +343.3% | -56.1% | +399.4% | +324.3% |
| All | +343.3% | -55.7% | +398.9% | +324.3% |
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