-13.3%
DHR vs MULL
+2,481.0%
-2,494.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.1% |
| 7D | -0.8% | +14.0% | -14.8% | -1.3% |
| 30D | +0.2% | +24.8% | -24.6% | -0.7% |
| 3M | +12.1% | -16.1% | +28.2% | +10.5% |
| 6M | +5.4% | +330.9% | -325.5% | -10.6% |
| YTD | -10.0% | +545.0% | -555.0% | -27.7% |
| 1Y | +4.1% | +2,427.1% | -2,423.0% | -29.8% |
| All | -13.3% | +2,481.0% | -2,494.4% | -47.9% |
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