-16.2%
DT vs MULL
+1,230.7%
-1,246.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | -0.1% |
| 7D | +3.1% | +24.5% | -21.4% | +2.4% |
| 30D | -29.5% | -35.5% | +6.0% | -29.0% |
| 3M | -11.7% | -44.8% | +33.1% | -11.1% |
| 6M | +29.0% | -45.5% | +74.5% | +26.7% |
| YTD | +3.4% | +232.5% | -229.2% | -12.2% |
| 1Y | -4.2% | +343.3% | -347.5% | -21.5% |
| All | -16.2% | +1,230.7% | -1,246.9% | -45.1% |
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