+2,444.0%
MULL vs DAR
+58.5%
+2,385.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -5.1% |
| 7D | +14.0% | -0.9% | +14.9% | +14.5% |
| 30D | +24.8% | +13.0% | +11.9% | +14.3% |
| 3M | -16.1% | +15.0% | -31.1% | -24.2% |
| 6M | +330.9% | +26.8% | +304.1% | +255.1% |
| YTD | +545.0% | +86.4% | +458.6% | +300.3% |
| 1Y | +2,427.1% | +115.1% | +2,312.0% | +1,296.4% |
| All | +2,444.0% | +58.5% | +2,385.5% | +1,153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling