+2,444.0%
MULL vs HIG
+19.4%
+2,424.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -4.2% |
| 7D | +14.0% | -1.1% | +15.1% | +13.3% |
| 30D | +24.8% | -4.9% | +29.7% | +22.2% |
| 3M | -16.1% | +6.8% | -22.9% | -13.9% |
| 6M | +330.9% | -1.7% | +332.6% | +350.0% |
| YTD | +545.0% | -0.2% | +545.2% | +565.5% |
| 1Y | +2,427.1% | +5.7% | +2,421.4% | +2,351.1% |
| All | +2,444.0% | +19.4% | +2,424.5% | +2,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling