-5.3%
DT vs MULL
+2,620.5%
-2,625.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.5% |
| 7D | -0.5% | +14.8% | -15.3% | -0.9% |
| 30D | +0.1% | +36.6% | -36.5% | -0.8% |
| 3M | +24.1% | -8.9% | +33.0% | +22.2% |
| 6M | +30.1% | +311.9% | -281.8% | +15.5% |
| YTD | +16.8% | +579.8% | -563.1% | -2.0% |
| 1Y | -0.1% | +2,421.5% | -2,421.6% | -28.2% |
| All | -5.3% | +2,620.5% | -2,625.8% | -38.7% |
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