+11.8%
DIA vs MULL
+322.2%
-310.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.2% |
| 7D | +2.1% | +24.5% | -22.4% | +1.6% |
| 30D | +1.5% | -35.5% | +37.0% | +2.0% |
| 3M | -2.4% | -44.8% | +42.4% | -1.8% |
| 6M | +6.0% | -45.5% | +51.4% | +4.9% |
| YTD | +10.1% | +232.5% | -222.5% | +1.7% |
| 1Y | +11.8% | +343.3% | -331.4% | +2.2% |
| All | +11.8% | +322.2% | -310.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling