+104.0%
DOCN vs MULL
+1,100.2%
-996.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.3% | -4.3% | +5.0% |
| 7D | -12.8% | -27.1% | +14.3% | -6.7% |
| 30D | -41.9% | -54.2% | +12.3% | -30.8% |
| 3M | -36.9% | -42.0% | +5.0% | -29.8% |
| 6M | -52.2% | -43.5% | -8.8% | -52.6% |
| YTD | +62.7% | +199.9% | -137.2% | +3.5% |
| 1Y | +58.2% | +292.8% | -234.6% | -7.9% |
| All | +104.0% | +1,100.2% | -996.2% | -24.5% |
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