+143.3%
DELL vs MULL
+444.9%
-301.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -13.8% | +4.9% | -6.6% |
| 7D | -24.6% | -35.9% | +11.3% | -19.1% |
| 30D | -32.5% | -47.3% | +14.9% | -25.9% |
| 3M | -20.2% | -30.6% | +10.4% | -16.4% |
| 6M | +76.5% | +13.7% | +62.8% | +68.9% |
| YTD | +198.9% | +272.1% | -73.2% | +153.3% |
| 1Y | +143.3% | +475.1% | -331.7% | +96.3% |
| All | +143.3% | +444.9% | -301.5% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling