+88.8%
DOCN vs MULL
+968.6%
-879.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.1% | -6.6% | +0.3% |
| 7D | -19.2% | -42.7% | +23.6% | -8.5% |
| 30D | -43.1% | -63.8% | +20.7% | -28.3% |
| 3M | -40.7% | -49.0% | +8.3% | -31.8% |
| 6M | -55.0% | -38.2% | -16.8% | -56.6% |
| YTD | +50.6% | +167.0% | -116.4% | -1.4% |
| 1Y | +54.0% | +247.7% | -193.8% | -7.7% |
| All | +88.8% | +968.6% | -879.8% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling