-5.9%
DT vs MULL
+2,481.0%
-2,487.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -3.0% |
| 7D | -4.9% | +14.0% | -18.9% | -5.2% |
| 30D | +2.7% | +24.8% | -22.1% | +2.0% |
| 3M | +20.0% | -16.1% | +36.1% | +18.4% |
| 6M | +28.0% | +330.9% | -302.9% | +13.0% |
| YTD | +16.0% | +545.0% | -529.0% | -2.5% |
| 1Y | +0.7% | +2,427.1% | -2,426.4% | -28.0% |
| All | -5.9% | +2,481.0% | -2,487.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling