+327.1%
DELL vs MULL
+2,337.2%
-2,010.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +12.2% |
| 7D | +8.2% | -8.4% | +16.7% | +10.0% |
| 30D | +17.1% | +9.7% | +7.4% | +14.2% |
| 3M | +45.2% | -26.8% | +71.9% | +42.7% |
| 6M | +286.8% | +220.7% | +66.1% | +163.6% |
| YTD | +354.8% | +509.0% | -154.3% | +152.6% |
| 1Y | +358.3% | +1,739.5% | -1,381.3% | +74.5% |
| All | +327.1% | +2,337.2% | -2,010.0% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling