+2,302.1%
MULL vs DD
+26.3%
+2,275.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.7% |
| 7D | -8.4% | -3.5% | -4.9% | -2.6% |
| 30D | +9.7% | -11.7% | +21.3% | +37.1% |
| 3M | -26.8% | -9.2% | -17.5% | -11.6% |
| 6M | +220.7% | -7.2% | +227.9% | +294.6% |
| YTD | +509.0% | +6.6% | +502.4% | +466.7% |
| 1Y | +1,739.5% | +32.0% | +1,707.5% | +1,032.8% |
| All | +2,302.1% | +26.3% | +2,275.8% | +1,758.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling