+2,302.1%
MULL vs CHD
-10.7%
+2,312.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -0.8% |
| 7D | -8.4% | -4.5% | -4.0% | -14.7% |
| 30D | +9.7% | -6.7% | +16.4% | +0.2% |
| 3M | -26.8% | -2.7% | -24.0% | -24.3% |
| 6M | +220.7% | -4.9% | +225.6% | +233.3% |
| YTD | +509.0% | +13.3% | +495.7% | +653.3% |
| 1Y | +1,739.5% | +1.0% | +1,738.5% | +2,020.6% |
| All | +2,302.1% | -10.7% | +2,312.8% | +2,414.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling