+2,302.1%
MULL vs EQH
+13.8%
+2,288.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.7% |
| 7D | -8.4% | +0.7% | -9.1% | -9.2% |
| 30D | +9.7% | +2.8% | +6.9% | +5.5% |
| 3M | -26.8% | +23.1% | -49.8% | -44.1% |
| 6M | +220.7% | +41.4% | +179.3% | +99.0% |
| YTD | +509.0% | +14.3% | +494.8% | +393.8% |
| 1Y | +1,739.5% | +1.6% | +1,737.9% | +1,658.1% |
| All | +2,302.1% | +13.8% | +2,288.3% | +2,037.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling