+52.7%
DRAM vs MULL
+179.3%
-126.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -0.5% |
| 7D | +7.9% | +24.5% | -16.6% | -3.3% |
| 30D | -15.4% | -35.5% | +20.1% | -0.5% |
| 3M | -25.5% | -44.8% | +19.3% | -7.6% |
| 6M | -22.3% | -45.5% | +23.2% | -13.4% |
| All | +52.7% | +179.3% | -126.5% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling