-27.2%
DOW vs MULL
+2,337.2%
-2,364.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -1.4% | -8.4% | +7.0% | -1.0% |
| 30D | -3.9% | +9.7% | -13.6% | -4.6% |
| 3M | -12.7% | -26.8% | +14.1% | -13.4% |
| 6M | -13.7% | +220.7% | -234.4% | -27.9% |
| YTD | +28.4% | +509.0% | -480.7% | -5.0% |
| 1Y | +21.8% | +1,739.5% | -1,717.8% | -26.6% |
| All | -27.2% | +2,337.2% | -2,364.4% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling