-47.3%
DOCS vs MULL
+444.9%
-492.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -13.8% | +20.1% | +5.9% |
| 7D | +1.2% | -35.9% | +37.1% | -0.1% |
| 30D | +21.3% | -47.3% | +68.6% | +19.1% |
| 3M | +58.4% | -30.6% | +89.0% | +57.2% |
| 6M | +39.3% | +13.7% | +25.6% | +37.9% |
| YTD | -21.7% | +272.1% | -293.8% | -21.9% |
| 1Y | -47.3% | +475.1% | -522.4% | -47.6% |
| All | -47.3% | +444.9% | -492.2% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling