+2,581.4%
MULL vs THC
+61.3%
+2,520.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +3.5% |
| 7D | +14.8% | +4.1% | +10.7% | +12.6% |
| 30D | +36.6% | +3.5% | +33.0% | +33.9% |
| 3M | -8.9% | +61.7% | -70.6% | -39.4% |
| 6M | +311.9% | +11.8% | +300.1% | +274.0% |
| YTD | +579.8% | +35.4% | +544.4% | +418.0% |
| 1Y | +2,421.5% | +37.0% | +2,384.5% | +1,740.0% |
| All | +2,581.4% | +61.3% | +2,520.1% | +1,317.3% |
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