+84.5%
DG vs MULL
+2,561.4%
-2,476.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.8% | -10.3% | +1.8% |
| 7D | +8.4% | +17.3% | -8.9% | +8.9% |
| 30D | +4.9% | +23.5% | -18.6% | +5.7% |
| 3M | +29.3% | -24.0% | +53.3% | +30.1% |
| 6M | -11.3% | +276.7% | -288.0% | -6.7% |
| YTD | +1.8% | +565.1% | -563.3% | +8.7% |
| 1Y | +25.3% | +2,802.6% | -2,777.3% | +40.6% |
| All | +84.5% | +2,561.4% | -2,476.9% | +111.9% |
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