+2,802.6%
MULL vs DBX
+20.4%
+2,782.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.4% | +14.2% | +10.0% |
| 7D | +17.3% | -2.4% | +19.7% | +15.3% |
| 30D | +23.5% | -0.5% | +24.0% | +23.6% |
| 3M | -24.0% | +28.1% | -52.0% | -6.3% |
| 6M | +276.7% | +33.1% | +243.7% | +346.1% |
| YTD | +565.1% | +25.3% | +539.8% | +682.4% |
| 1Y | +2,802.6% | +18.3% | +2,784.2% | +3,350.4% |
| All | +2,802.6% | +20.4% | +2,782.2% | +3,350.4% |
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