-42.8%
DOCS vs MULL
+1,351.1%
-1,393.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +24.0% | -21.6% | +1.7% |
| 7D | -4.2% | -2.5% | -1.6% | -4.4% |
| 30D | +8.6% | -40.1% | +48.7% | +9.8% |
| 3M | +27.2% | -28.2% | +55.4% | +27.2% |
| 6M | +26.5% | -39.6% | +66.1% | +21.6% |
| YTD | -25.0% | +262.6% | -287.6% | -41.3% |
| 1Y | -37.0% | +366.2% | -403.2% | -52.9% |
| All | -42.8% | +1,351.1% | -1,393.9% | -69.4% |
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