+2,302.1%
MULL vs DBX
+27.0%
+2,275.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | -8.4% | +2.1% | -10.5% | -8.6% |
| 30D | +9.7% | +5.7% | +3.9% | +8.7% |
| 3M | -26.8% | +31.8% | -58.6% | -33.9% |
| 6M | +220.7% | +37.5% | +183.2% | +170.4% |
| YTD | +509.0% | +27.9% | +481.1% | +437.7% |
| 1Y | +1,739.5% | +15.0% | +1,724.5% | +1,666.1% |
| All | +2,302.1% | +27.0% | +2,275.1% | +1,672.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling