-99.7%
DFNS vs MULL
+322.2%
-421.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -5.1% |
| 7D | -6.0% | +24.5% | -30.5% | -7.2% |
| 30D | -71.2% | -35.5% | -35.7% | -70.6% |
| 3M | -94.5% | -44.8% | -49.7% | -94.4% |
| 6M | -96.5% | -45.5% | -51.1% | -96.4% |
| YTD | -99.6% | +232.5% | -332.2% | -99.6% |
| 1Y | -99.7% | +343.3% | -442.9% | -99.7% |
| All | -99.7% | +322.2% | -421.9% | -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