+2,444.0%
MULL vs DBX
+20.8%
+2,423.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | +14.0% | -1.3% | +15.3% | +14.1% |
| 30D | +24.8% | -2.9% | +27.7% | +25.0% |
| 3M | -16.1% | +23.8% | -39.9% | -23.6% |
| 6M | +330.9% | +26.2% | +304.7% | +275.0% |
| YTD | +545.0% | +21.6% | +523.4% | +472.8% |
| 1Y | +2,427.1% | +11.4% | +2,415.7% | +2,272.0% |
| All | +2,444.0% | +20.8% | +2,423.2% | +1,787.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling