+2,581.4%
MULL vs CHD
-9.7%
+2,591.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +3.3% |
| 7D | +14.8% | -4.2% | +18.9% | +7.6% |
| 30D | +36.6% | -7.6% | +44.1% | +23.6% |
| 3M | -8.9% | -1.6% | -7.3% | -3.7% |
| 6M | +311.9% | -6.3% | +318.3% | +327.3% |
| YTD | +579.8% | +14.6% | +565.2% | +756.6% |
| 1Y | +2,421.5% | +1.6% | +2,420.0% | +2,845.2% |
| All | +2,581.4% | -9.7% | +2,591.0% | +2,759.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling