+29.2%
DAL vs MULL
+2,469.6%
-2,440.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.3% |
| 7D | +3.4% | +14.0% | -10.6% | +2.5% |
| 30D | -13.6% | +24.8% | -38.4% | -15.0% |
| 3M | +1.2% | -16.1% | +17.3% | -0.9% |
| 6M | +34.5% | +330.9% | -296.4% | +12.7% |
| YTD | +14.7% | +545.0% | -530.3% | -8.1% |
| 1Y | +29.2% | +2,427.1% | -2,397.9% | -3.3% |
| All | +29.2% | +2,469.6% | -2,440.4% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MULL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling