+475.1%
MULL vs HIG
+12.7%
+462.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.4% | -16.1% | -6.9% |
| 7D | -35.9% | +6.2% | -42.1% | -22.3% |
| 30D | -47.3% | +9.4% | -56.8% | -28.7% |
| 3M | -30.6% | -2.3% | -28.2% | -30.4% |
| 6M | +13.7% | +4.2% | +9.5% | +59.3% |
| YTD | +272.1% | +1.6% | +270.5% | +438.3% |
| 1Y | +475.1% | +9.9% | +465.2% | +841.4% |
| All | +475.1% | +12.7% | +462.3% | +841.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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