-97.3%
DFNS vs MULL
+2,561.4%
-2,658.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.8% | -11.2% | +0.7% |
| 7D | -16.0% | +17.3% | -33.3% | -15.8% |
| 30D | -77.7% | +23.5% | -101.2% | -77.6% |
| 3M | -77.2% | -24.0% | -53.2% | -77.1% |
| 6M | -95.2% | +276.7% | -371.9% | -94.7% |
| YTD | -98.0% | +565.1% | -663.0% | -97.7% |
| 1Y | -98.3% | +2,802.6% | -2,900.9% | -97.8% |
| All | -97.3% | +2,561.4% | -2,658.7% | -96.8% |
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