-42.8%
DOCS vs MULL
+879.3%
-922.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -34.2% | +29.9% | -3.2% |
| 7D | -1.3% | -53.1% | +51.7% | +0.7% |
| 30D | +19.4% | -64.1% | +83.5% | +22.7% |
| 3M | +53.4% | -54.6% | +108.0% | +55.9% |
| 6M | +28.8% | -38.7% | +67.4% | +21.0% |
| YTD | -25.1% | +144.7% | -169.8% | -40.5% |
| 1Y | -48.1% | +220.3% | -268.4% | -60.9% |
| All | -42.8% | +879.3% | -922.2% | -69.0% |
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