+1,082.9%
MULL vs THC
+73.2%
+1,009.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.0% | +10.3% | +11.4% |
| 7D | -27.1% | +7.5% | -34.6% | -29.7% |
| 30D | -54.2% | +9.6% | -63.8% | -56.3% |
| 3M | -42.0% | +10.3% | -52.2% | -45.0% |
| 6M | -43.5% | +51.8% | -95.3% | -59.6% |
| YTD | +199.9% | +45.4% | +154.5% | +120.0% |
| 1Y | +292.8% | +40.8% | +252.0% | +194.6% |
| All | +1,082.9% | +73.2% | +1,009.7% | +502.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling