+134.6%
DOCN vs MULL
+1,303.2%
-1,168.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +4.2% |
| 7D | +27.4% | +43.3% | -15.9% | +16.1% |
| 30D | -29.7% | -37.4% | +7.7% | -22.5% |
| 3M | -32.5% | -36.8% | +4.4% | -26.7% |
| 6M | -42.2% | -36.9% | -5.3% | -44.3% |
| YTD | +87.2% | +250.7% | -163.5% | +14.2% |
| 1Y | +86.2% | +337.6% | -251.4% | +5.3% |
| All | +134.6% | +1,303.2% | -1,168.6% | -16.7% |
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