+2,444.0%
MULL vs ALHC
-4.5%
+2,448.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | +14.0% | -1.0% | +14.9% | +13.9% |
| 30D | +24.8% | -6.3% | +31.1% | +24.4% |
| 3M | -16.1% | -12.3% | -3.8% | -13.1% |
| 6M | +330.9% | -27.0% | +357.9% | +338.7% |
| YTD | +545.0% | -31.8% | +576.8% | +559.9% |
| 1Y | +2,427.1% | -17.0% | +2,444.1% | +2,537.8% |
| All | +2,444.0% | -4.5% | +2,448.5% | +2,282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling