+2,330.7%
MULL vs DAR
+56.8%
+2,274.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -8.1% |
| 7D | +3.6% | +0.9% | +2.7% | +2.9% |
| 30D | +22.0% | +6.4% | +15.6% | +17.1% |
| 3M | -8.6% | +13.2% | -21.9% | -16.4% |
| 6M | +248.5% | +26.2% | +222.3% | +188.8% |
| YTD | +516.3% | +84.4% | +431.9% | +286.0% |
| 1Y | +2,036.6% | +112.0% | +1,924.6% | +1,094.8% |
| All | +2,330.7% | +56.8% | +2,274.0% | +1,109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling