+2,581.4%
MULL vs USHY
+10.7%
+2,570.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +7.9% |
| 7D | +14.8% | -0.1% | +14.9% | +16.6% |
| 30D | +36.6% | 0.0% | +36.6% | +37.5% |
| 3M | -8.9% | +0.8% | -9.7% | -15.7% |
| 6M | +311.9% | +1.9% | +310.0% | +255.1% |
| YTD | +579.8% | +2.3% | +577.6% | +480.8% |
| 1Y | +2,421.5% | +4.1% | +2,417.4% | +1,689.5% |
| All | +2,581.4% | +10.7% | +2,570.7% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling