+337.6%
MULL vs DAR
+59.8%
+277.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -5.1% |
| 7D | +43.3% | +9.2% | +34.1% | +34.2% |
| 30D | -37.4% | -12.3% | -25.2% | -32.1% |
| 3M | -36.8% | -12.7% | -24.1% | -31.5% |
| 6M | -36.9% | -12.8% | -24.1% | -30.6% |
| YTD | +250.7% | +53.8% | +196.9% | +98.4% |
| 1Y | +337.6% | +60.3% | +277.3% | +138.8% |
| All | +337.6% | +59.8% | +277.8% | +138.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling