+302.0%
DELL vs MULL
+2,481.0%
-2,179.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.5% |
| 7D | +25.6% | +14.0% | +11.6% | +22.4% |
| 30D | +17.7% | +24.8% | -7.2% | +12.0% |
| 3M | +33.4% | -16.1% | +49.5% | +27.2% |
| 6M | +266.2% | +330.9% | -64.7% | +133.8% |
| YTD | +328.0% | +545.0% | -217.0% | +135.1% |
| 1Y | +339.6% | +2,427.1% | -2,087.6% | +52.4% |
| All | +302.0% | +2,481.0% | -2,179.1% | +16.1% |
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