+2,444.0%
MULL vs THC
+55.3%
+2,388.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -1.9% |
| 7D | +14.0% | -2.6% | +16.5% | +15.4% |
| 30D | +24.8% | -1.2% | +26.0% | +25.2% |
| 3M | -16.1% | +58.9% | -75.0% | -44.2% |
| 6M | +330.9% | +9.3% | +321.6% | +293.8% |
| YTD | +545.0% | +30.4% | +514.6% | +400.7% |
| 1Y | +2,427.1% | +34.6% | +2,392.5% | +1,740.7% |
| All | +2,444.0% | +55.3% | +2,388.7% | +1,269.9% |
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