+475.1%
MULL vs DD
+49.3%
+425.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.8% | -12.0% | -10.7% |
| 7D | -35.9% | +8.7% | -44.6% | -45.0% |
| 30D | -47.3% | +15.3% | -62.7% | -59.8% |
| 3M | -30.6% | +5.9% | -36.5% | -37.7% |
| 6M | +13.7% | +11.6% | +2.1% | +2.8% |
| YTD | +272.1% | +26.5% | +245.6% | +137.9% |
| 1Y | +475.1% | +35.4% | +439.7% | +218.6% |
| All | +475.1% | +49.3% | +425.7% | +218.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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