+1,739.5%
MULL vs DD
+34.9%
+1,704.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -8.4% | -3.5% | -4.9% | -3.4% |
| 30D | +9.7% | -11.7% | +21.3% | +33.4% |
| 3M | -26.8% | -9.2% | -17.5% | -13.1% |
| 6M | +220.7% | -7.2% | +227.9% | +294.0% |
| YTD | +509.0% | +6.6% | +502.4% | +545.2% |
| 1Y | +1,739.5% | +32.0% | +1,707.5% | +1,559.5% |
| All | +1,739.5% | +34.9% | +1,704.6% | +1,559.5% |
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