-54.6%
DOCS vs MULL
+2,561.4%
-2,616.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.8% | -14.6% | -3.2% |
| 7D | -1.4% | +17.3% | -18.7% | -2.0% |
| 30D | +21.8% | +23.5% | -1.7% | +20.7% |
| 3M | +27.3% | -24.0% | +51.3% | +25.2% |
| 6M | -0.3% | +276.7% | -277.1% | -15.9% |
| YTD | -40.5% | +565.1% | -605.6% | -54.0% |
| 1Y | -61.5% | +2,802.6% | -2,864.1% | -76.8% |
| All | -54.6% | +2,561.4% | -2,616.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling