+475.1%
MULL vs USHY
+1.9%
+473.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.4% | -23.4% |
| 7D | -35.9% | -0.2% | -35.7% | -34.2% |
| 30D | -47.3% | +0.7% | -48.0% | -52.5% |
| 3M | -30.6% | -2.2% | -28.4% | +0.2% |
| 6M | +13.7% | -0.9% | +14.5% | +43.1% |
| YTD | +272.1% | +0.2% | +272.0% | +349.5% |
| 1Y | +475.1% | +1.7% | +473.3% | +427.8% |
| All | +475.1% | +1.9% | +473.2% | +427.8% |
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