+87.3%
DG vs MULL
+1,303.2%
-1,215.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.2% |
| 7D | -2.5% | +43.3% | -45.7% | -1.2% |
| 30D | +7.7% | -37.4% | +45.1% | +6.7% |
| 3M | +13.1% | -36.8% | +50.0% | +12.4% |
| 6M | +32.0% | -36.9% | +68.9% | +33.2% |
| YTD | +3.3% | +250.7% | -247.3% | +9.1% |
| 1Y | +31.7% | +337.6% | -305.9% | +40.3% |
| All | +87.3% | +1,303.2% | -1,215.9% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling