+2,802.6%
MULL vs THC
+40.9%
+2,761.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.6% | +11.2% | +11.8% |
| 7D | +17.3% | -0.7% | +18.0% | +17.4% |
| 30D | +23.5% | +1.3% | +22.2% | +23.3% |
| 3M | -24.0% | +64.2% | -88.2% | -39.7% |
| 6M | +276.7% | +8.3% | +268.5% | +281.6% |
| YTD | +565.1% | +33.4% | +531.7% | +497.7% |
| 1Y | +2,802.6% | +37.7% | +2,764.9% | +2,399.4% |
| All | +2,802.6% | +40.9% | +2,761.7% | +2,399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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