+1,283.0%
MULL vs DAR
+30.8%
+1,252.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.9% |
| 7D | +43.3% | +9.2% | +34.1% | +35.1% |
| 30D | -37.4% | -12.3% | -25.2% | -30.7% |
| 3M | -36.8% | -12.7% | -24.1% | -30.4% |
| 6M | -36.9% | -12.8% | -24.1% | -30.4% |
| YTD | +250.7% | +53.8% | +196.9% | +149.6% |
| 1Y | +337.6% | +60.3% | +277.3% | +203.3% |
| All | +1,283.0% | +30.8% | +1,252.3% | +681.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling