+165.7%
DINO vs MULL
+1,230.7%
-1,065.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.3% |
| 7D | +5.7% | +24.5% | -18.8% | +4.5% |
| 30D | -19.6% | -35.5% | +16.0% | -18.6% |
| 3M | +11.8% | -44.8% | +56.6% | +13.3% |
| 6M | +49.0% | -45.5% | +94.4% | +46.0% |
| YTD | +128.1% | +232.5% | -104.4% | +88.8% |
| 1Y | +96.3% | +343.3% | -247.0% | +55.6% |
| All | +165.7% | +1,230.7% | -1,065.0% | +61.0% |
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