+44.7%
DG vs MULL
+444.9%
-400.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -13.8% | +22.3% | +7.9% |
| 7D | +12.3% | -35.9% | +48.2% | +10.6% |
| 30D | +19.3% | -47.3% | +66.6% | +17.2% |
| 3M | +11.9% | -30.6% | +42.4% | +11.0% |
| 6M | +25.0% | +13.7% | +11.3% | +26.6% |
| YTD | +8.7% | +272.1% | -263.4% | +12.6% |
| 1Y | +44.7% | +475.1% | -430.4% | +52.8% |
| All | +44.7% | +444.9% | -400.2% | +52.8% |
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 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