+179.7%
DINO vs MULL
+2,620.5%
-2,440.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.4% |
| 7D | +2.0% | +14.8% | -12.8% | +1.3% |
| 30D | +27.7% | +36.6% | -8.9% | +25.8% |
| 3M | +56.3% | -8.9% | +65.2% | +53.3% |
| 6M | +107.6% | +311.9% | -204.4% | +80.9% |
| YTD | +140.2% | +579.8% | -439.7% | +94.9% |
| 1Y | +113.0% | +2,421.5% | -2,308.6% | +44.0% |
| All | +179.7% | +2,620.5% | -2,440.8% | +66.2% |
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 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