+45.8%
DAL vs MULL
+1,351.1%
-1,305.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +24.0% | -25.0% | -3.3% |
| 7D | +2.3% | -2.5% | +4.9% | +1.6% |
| 30D | +14.3% | -40.1% | +54.4% | +18.2% |
| 3M | +1.3% | -28.2% | +29.5% | +1.9% |
| 6M | +29.3% | -39.6% | +68.9% | +22.7% |
| YTD | +33.0% | +262.6% | -229.6% | -7.2% |
| 1Y | +59.8% | +366.2% | -306.3% | +5.0% |
| All | +45.8% | +1,351.1% | -1,305.3% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling