-32.9%
DOCS vs MULL
+322.2%
-355.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.3% |
| 7D | +2.6% | +24.5% | -22.0% | +3.2% |
| 30D | +11.4% | -35.5% | +46.9% | +10.4% |
| 3M | +25.4% | -44.8% | +70.2% | +23.9% |
| 6M | +42.5% | -45.5% | +88.0% | +40.8% |
| YTD | -24.7% | +232.5% | -257.2% | -25.6% |
| 1Y | -32.9% | +343.3% | -376.2% | -34.2% |
| All | -32.9% | +322.2% | -355.1% | -34.2% |
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