+1,211.6%
MULL vs DAR
+32.2%
+1,179.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -6.0% |
| 7D | +24.5% | +11.6% | +13.0% | +15.6% |
| 30D | -35.5% | -10.2% | -25.3% | -29.7% |
| 3M | -44.8% | -14.8% | -30.0% | -38.2% |
| 6M | -45.5% | -10.1% | -35.4% | -41.1% |
| YTD | +232.5% | +55.5% | +177.0% | +134.6% |
| 1Y | +343.3% | +61.7% | +281.6% | +205.1% |
| All | +1,211.6% | +32.2% | +1,179.3% | +634.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling