+2,330.7%
MULL vs EQH
+12.3%
+2,318.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.0% | -10.3% | -10.4% |
| 7D | +3.6% | -1.8% | +5.4% | +5.4% |
| 30D | +22.0% | +2.4% | +19.6% | +18.0% |
| 3M | -8.6% | +26.3% | -34.9% | -32.1% |
| 6M | +248.5% | +35.8% | +212.7% | +126.7% |
| YTD | +516.3% | +12.7% | +503.6% | +407.4% |
| 1Y | +2,036.6% | +2.5% | +2,034.2% | +1,893.3% |
| All | +2,330.7% | +12.3% | +2,318.5% | +2,095.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling