+475.1%
MULL vs EQH
+18.6%
+456.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.6% | -15.4% | -14.0% |
| 7D | -35.9% | +2.8% | -38.7% | -36.2% |
| 30D | -47.3% | +3.9% | -51.3% | -47.8% |
| 3M | -30.6% | +16.3% | -46.9% | -33.3% |
| 6M | +13.7% | +37.1% | -23.4% | +3.4% |
| YTD | +272.1% | +20.2% | +251.9% | +220.9% |
| 1Y | +475.1% | +17.9% | +457.1% | +390.4% |
| All | +475.1% | +18.6% | +456.4% | +390.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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