+248.5%
MULL vs EQH
+34.6%
+213.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -9.6% |
| 7D | +3.6% | -1.8% | +5.4% | +4.1% |
| 30D | +22.0% | +2.4% | +19.6% | +20.8% |
| 3M | -8.6% | +26.3% | -34.9% | -17.0% |
| 6M | +248.5% | +35.8% | +212.7% | +198.6% |
| All | +248.5% | +34.6% | +213.9% | +198.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling