+10.0%
DLR vs MULL
+2,620.5%
-2,610.5%
-29.4%
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% | -0.5% |
| 7D | +2.9% | +14.8% | -11.9% | +2.0% |
| 30D | -1.2% | +36.6% | -37.7% | -3.2% |
| 3M | +2.9% | -8.9% | +11.8% | +0.5% |
| 6M | +6.7% | +311.9% | -305.3% | -10.8% |
| YTD | +23.9% | +579.8% | -556.0% | -2.9% |
| 1Y | +18.6% | +2,421.5% | -2,402.9% | -21.3% |
| All | +10.0% | +2,620.5% | -2,610.5% | -32.8% |
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