+1,330.3%
MULL vs DAR
+28.0%
+1,302.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +5.1% | +19.0% | +20.2% |
| 7D | -2.5% | +3.6% | -6.1% | -3.4% |
| 30D | -40.1% | -11.3% | -28.8% | -34.0% |
| 3M | -28.2% | -13.1% | -15.1% | -20.3% |
| 6M | -39.6% | -15.1% | -24.5% | -32.0% |
| YTD | +262.6% | +50.5% | +212.1% | +162.6% |
| 1Y | +366.2% | +57.9% | +308.3% | +227.2% |
| All | +1,330.3% | +28.0% | +1,302.3% | +722.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling