+51.9%
DOW vs MULL
+444.9%
-393.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.8% | +10.5% | -3.5% |
| 7D | -4.2% | -35.9% | +31.7% | -4.9% |
| 30D | +14.7% | -47.3% | +62.0% | +13.6% |
| 3M | +9.1% | -30.6% | +39.6% | +8.6% |
| 6M | -17.7% | +13.7% | -31.4% | -16.4% |
| YTD | +44.6% | +272.1% | -227.5% | +38.5% |
| 1Y | +51.9% | +475.1% | -423.2% | +40.4% |
| All | +51.9% | +444.9% | -393.0% | +40.4% |
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 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