+9.7%
DLR vs MULL
+2,337.2%
-2,327.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +0.1% | -8.4% | +8.5% | +0.6% |
| 30D | -4.3% | +9.7% | -14.0% | -5.1% |
| 3M | +3.8% | -26.8% | +30.6% | +2.9% |
| 6M | +5.8% | +220.7% | -214.9% | -9.7% |
| YTD | +23.5% | +509.0% | -485.5% | -2.6% |
| 1Y | +11.1% | +1,739.5% | -1,728.4% | -24.0% |
| All | +9.7% | +2,337.2% | -2,327.5% | -32.6% |
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