+2,802.6%
MULL vs USHY
+4.6%
+2,798.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +12.3% |
| 7D | +17.3% | -0.1% | +17.4% | +20.0% |
| 30D | +23.5% | +0.1% | +23.4% | +21.9% |
| 3M | -24.0% | +0.8% | -24.8% | -30.0% |
| 6M | +276.7% | +1.7% | +275.0% | +242.2% |
| YTD | +565.1% | +2.5% | +562.6% | +448.3% |
| 1Y | +2,802.6% | +4.4% | +2,798.2% | +1,678.3% |
| All | +2,802.6% | +4.6% | +2,798.0% | +1,678.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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