+76.2%
DE vs MULL
+2,366.2%
-2,290.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.3% | +9.5% | +0.5% |
| 7D | -2.4% | +3.6% | -6.0% | -2.6% |
| 30D | +9.7% | +22.0% | -12.3% | +8.6% |
| 3M | +21.4% | -8.6% | +30.0% | +19.9% |
| 6M | +15.0% | +248.5% | -233.5% | +4.7% |
| YTD | +46.4% | +516.3% | -469.9% | +27.4% |
| 1Y | +45.6% | +2,036.6% | -1,991.0% | +13.0% |
| All | +76.2% | +2,366.2% | -2,290.0% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling