+1.8%
DASH vs MULL
+968.6%
-966.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.1% | -9.3% | -0.6% |
| 7D | +0.4% | -42.7% | +43.1% | +2.6% |
| 30D | -6.0% | -63.8% | +57.7% | -2.1% |
| 3M | -15.8% | -49.0% | +33.3% | -14.2% |
| 6M | +7.0% | -38.2% | +45.1% | +1.4% |
| YTD | -20.7% | +167.0% | -187.7% | -38.7% |
| 1Y | -8.5% | +247.7% | -256.3% | -33.1% |
| All | +1.8% | +968.6% | -966.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling