+343.3%
MULL vs THC
+43.7%
+299.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | +24.5% | +1.0% | +23.6% | +24.5% |
| 30D | -35.5% | +5.3% | -40.8% | -35.6% |
| 3M | -44.8% | +7.1% | -51.9% | -45.0% |
| 6M | -45.5% | +46.0% | -91.5% | -52.6% |
| YTD | +232.5% | +43.9% | +188.6% | +182.9% |
| 1Y | +343.3% | +45.4% | +297.8% | +274.5% |
| All | +343.3% | +43.7% | +299.5% | +274.5% |
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