-99.6%
DFNS vs MULL
+444.9%
-544.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -13.8% | -4.6% | -17.6% |
| 7D | -27.7% | -35.9% | +8.2% | -26.1% |
| 30D | -58.0% | -47.3% | -10.6% | -56.8% |
| 3M | -94.0% | -30.6% | -63.4% | -93.8% |
| 6M | -94.6% | +13.7% | -108.3% | -94.6% |
| YTD | -99.4% | +272.1% | -371.5% | -99.5% |
| 1Y | -99.6% | +475.1% | -574.7% | -99.7% |
| All | -99.6% | +444.9% | -544.5% | -99.7% |
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 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