-44.2%
DOCS vs MULL
+1,070.1%
-1,114.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | -0.6% | -32.2% | +31.7% | +0.4% |
| 30D | +6.3% | -55.4% | +61.7% | +8.5% |
| 3M | +26.5% | -41.3% | +67.8% | +27.4% |
| 6M | +24.8% | -44.9% | +69.7% | +19.7% |
| YTD | -26.8% | +192.4% | -219.2% | -42.3% |
| 1Y | -38.3% | +239.4% | -277.7% | -52.9% |
| All | -44.2% | +1,070.1% | -1,114.2% | -69.9% |
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