+14.5%
DUK vs MULL
+2,366.2%
-2,351.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.3% | +8.5% | -1.1% |
| 7D | -1.7% | +3.6% | -5.3% | -1.5% |
| 30D | -2.2% | +22.0% | -24.3% | -1.6% |
| 3M | -3.7% | -8.6% | +4.9% | -2.7% |
| 6M | -6.3% | +248.5% | -254.9% | -0.8% |
| YTD | +4.5% | +516.3% | -511.8% | +13.0% |
| 1Y | +1.8% | +2,036.6% | -2,034.8% | +15.2% |
| All | +14.5% | +2,366.2% | -2,351.6% | +31.0% |
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