-15.5%
DHR vs MULL
+2,337.2%
-2,352.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -3.6% | -8.4% | +4.8% | -3.3% |
| 30D | -2.7% | +9.7% | -12.4% | -3.2% |
| 3M | +10.9% | -26.8% | +37.7% | +10.3% |
| 6M | +3.0% | +220.7% | -217.7% | -10.7% |
| YTD | -12.2% | +509.0% | -521.2% | -29.3% |
| 1Y | +3.3% | +1,739.5% | -1,736.2% | -28.0% |
| All | -15.5% | +2,337.2% | -2,352.6% | -49.0% |
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