-39.6%
MULL vs DAR
-14.7%
-24.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +5.1% | +19.0% | +19.3% |
| 7D | -2.5% | +3.6% | -6.1% | -4.3% |
| 30D | -40.1% | -11.3% | -28.8% | -36.7% |
| 3M | -28.2% | -13.1% | -15.1% | -23.2% |
| 6M | -39.6% | -15.1% | -24.5% | -25.9% |
| All | -39.6% | -14.7% | -24.9% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling