+1,283.0%
MULL vs THC
+71.9%
+1,211.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.3% |
| 7D | +43.3% | +0.1% | +43.1% | +43.4% |
| 30D | -37.4% | +7.5% | -44.9% | -39.6% |
| 3M | -36.8% | +7.5% | -44.4% | -39.4% |
| 6M | -36.9% | +46.4% | -83.3% | -53.4% |
| YTD | +250.7% | +44.4% | +206.3% | +158.4% |
| 1Y | +337.6% | +43.4% | +294.2% | +225.1% |
| All | +1,283.0% | +71.9% | +1,211.1% | +607.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling