+2,421.5%
MULL vs ALHC
-19.3%
+2,440.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.6% | +5.4% |
| 7D | +14.8% | -4.1% | +18.9% | +14.8% |
| 30D | +36.6% | -5.4% | +42.0% | +36.6% |
| 3M | -8.9% | -32.1% | +23.3% | -6.6% |
| 6M | +311.9% | -28.5% | +340.4% | +324.1% |
| YTD | +579.8% | -34.0% | +613.9% | +636.6% |
| 1Y | +2,421.5% | -20.9% | +2,442.5% | +2,676.0% |
| All | +2,421.5% | -19.3% | +2,440.9% | +2,676.0% |
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