+2,302.1%
MULL vs MOH
-37.3%
+2,339.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.1% |
| 7D | -8.4% | +1.7% | -10.1% | -8.3% |
| 30D | +9.7% | -0.9% | +10.6% | +9.7% |
| 3M | -26.8% | +5.7% | -32.5% | -26.5% |
| 6M | +220.7% | +39.1% | +181.6% | +222.9% |
| YTD | +509.0% | +17.7% | +491.4% | +505.6% |
| 1Y | +1,739.5% | +8.4% | +1,731.1% | +1,723.9% |
| All | +2,302.1% | -37.3% | +2,339.4% | +2,296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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