+475.1%
MULL vs DBX
+22.5%
+452.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.3% | -17.0% | -10.9% |
| 7D | -35.9% | -1.1% | -34.8% | -36.3% |
| 30D | -47.3% | +5.0% | -52.4% | -44.4% |
| 3M | -30.6% | +4.6% | -35.2% | -25.9% |
| 6M | +13.7% | +43.9% | -30.2% | +50.3% |
| YTD | +272.1% | +29.9% | +242.3% | +358.6% |
| 1Y | +475.1% | +24.6% | +450.5% | +598.9% |
| All | +475.1% | +22.5% | +452.5% | +598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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