+475.1%
MULL vs CHD
+30.9%
+444.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.6% | -16.4% | -6.9% |
| 7D | -35.9% | +6.9% | -42.9% | -22.0% |
| 30D | -47.3% | +17.1% | -64.4% | -17.6% |
| 3M | -30.6% | +9.1% | -39.7% | -7.0% |
| 6M | +13.7% | +21.4% | -7.7% | +114.5% |
| YTD | +272.1% | +34.9% | +237.2% | +895.2% |
| 1Y | +475.1% | +31.0% | +444.0% | +1,306.9% |
| All | +475.1% | +30.9% | +444.1% | +1,306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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