+2,523.1%
MULL vs CHD
-6.5%
+2,529.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.7% |
| 7D | +17.3% | -2.7% | +20.0% | +12.6% |
| 30D | +23.5% | -4.6% | +28.1% | +17.2% |
| 3M | -24.0% | +5.0% | -29.0% | -11.9% |
| 6M | +276.7% | -3.2% | +280.0% | +311.0% |
| YTD | +565.1% | +18.6% | +546.4% | +783.3% |
| 1Y | +2,802.6% | +4.8% | +2,797.8% | +3,462.2% |
| All | +2,523.1% | -6.5% | +2,529.6% | +2,847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling