-25.9%
DOW vs MULL
+2,481.0%
-2,506.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | -2.9% | +14.0% | -16.9% | -3.6% |
| 30D | +2.0% | +24.8% | -22.9% | +0.5% |
| 3M | -12.5% | -16.1% | +3.6% | -14.1% |
| 6M | -9.2% | +330.9% | -340.1% | -26.6% |
| YTD | +30.8% | +545.0% | -514.2% | -3.4% |
| 1Y | +29.4% | +2,427.1% | -2,397.7% | -25.4% |
| All | -25.9% | +2,481.0% | -2,506.9% | -63.3% |
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