+2,302.1%
MULL vs USHY
+10.1%
+2,292.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.5% |
| 7D | -8.4% | -0.7% | -7.7% | +0.5% |
| 30D | +9.7% | -0.7% | +10.4% | +20.4% |
| 3M | -26.8% | +0.1% | -26.8% | -25.4% |
| 6M | +220.7% | +1.8% | +218.9% | +184.4% |
| YTD | +509.0% | +1.8% | +507.3% | +455.8% |
| 1Y | +1,739.5% | +3.3% | +1,736.2% | +1,348.8% |
| All | +2,302.1% | +10.1% | +2,292.0% | +943.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling