-15.3%
DHR vs MULL
+2,366.2%
-2,381.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.3% | +7.2% | -1.8% |
| 7D | -5.0% | +3.6% | -8.6% | -5.1% |
| 30D | -3.3% | +22.0% | -25.4% | -4.2% |
| 3M | +9.4% | -8.6% | +18.1% | +7.3% |
| 6M | +3.2% | +248.5% | -245.4% | -11.1% |
| YTD | -12.0% | +516.3% | -528.3% | -29.2% |
| 1Y | +4.9% | +2,036.6% | -2,031.7% | -28.1% |
| All | -15.3% | +2,366.2% | -2,381.5% | -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 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