+57.3%
DRAM vs MULL
+194.5%
-137.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -1.1% |
| 7D | +18.0% | +43.3% | -25.3% | -0.9% |
| 30D | -17.4% | -37.4% | +20.1% | -1.4% |
| 3M | -20.3% | -36.8% | +16.5% | -7.1% |
| 6M | -14.9% | -36.9% | +22.0% | -11.2% |
| All | +57.3% | +194.5% | -137.2% | -9.0% |
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 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