+2,581.4%
MULL vs DD
+27.2%
+2,554.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +10.1% |
| 7D | +14.8% | -3.8% | +18.5% | +22.6% |
| 30D | +36.6% | -9.2% | +45.8% | +62.3% |
| 3M | -8.9% | -9.0% | +0.1% | +10.7% |
| 6M | +311.9% | -5.0% | +316.9% | +386.8% |
| YTD | +579.8% | +7.4% | +572.5% | +523.8% |
| 1Y | +2,421.5% | +35.1% | +2,386.4% | +1,387.8% |
| All | +2,581.4% | +27.2% | +2,554.1% | +1,945.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling