+72.5%
DG vs MULL
+2,620.5%
-2,548.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -2.4% |
| 7D | -4.8% | +14.8% | -19.6% | -4.4% |
| 30D | +1.8% | +36.6% | -34.8% | +2.8% |
| 3M | +14.5% | -8.9% | +23.4% | +15.5% |
| 6M | -13.6% | +311.9% | -325.5% | -8.9% |
| YTD | -4.8% | +579.8% | -584.7% | +1.8% |
| 1Y | +21.6% | +2,421.5% | -2,400.0% | +35.8% |
| All | +72.5% | +2,620.5% | -2,548.0% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling