-98.3%
DFNS vs MULL
+2,529.3%
-2,627.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.4% | -10.0% | -4.9% |
| 7D | +4.6% | +14.8% | -10.1% | +3.7% |
| 30D | -73.9% | +36.6% | -110.4% | -74.1% |
| 3M | -71.7% | -8.9% | -62.8% | -71.6% |
| 6M | -94.6% | +311.9% | -406.5% | -95.4% |
| YTD | -98.1% | +579.8% | -677.9% | -98.6% |
| 1Y | -98.3% | +2,421.5% | -2,519.9% | -99.4% |
| All | -98.3% | +2,529.3% | -2,627.6% | -99.4% |
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