+2,581.4%
MULL vs DBX
+23.5%
+2,557.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.3% | +3.1% | +5.1% |
| 7D | +14.8% | +0.3% | +14.5% | +14.7% |
| 30D | +36.6% | 0.0% | +36.6% | +36.3% |
| 3M | -8.9% | +26.1% | -35.0% | -17.0% |
| 6M | +311.9% | +29.4% | +282.6% | +257.1% |
| YTD | +579.8% | +24.4% | +555.4% | +502.2% |
| 1Y | +2,421.5% | +10.9% | +2,410.7% | +2,360.9% |
| All | +2,581.4% | +23.5% | +2,557.8% | +1,884.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling