+2,523.1%
MULL vs DD
+30.9%
+2,492.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.4% | +11.5% | +11.2% |
| 7D | +17.3% | -3.5% | +20.8% | +25.1% |
| 30D | +23.5% | -10.3% | +33.8% | +50.7% |
| 3M | -24.0% | -7.5% | -16.4% | -9.0% |
| 6M | +276.7% | -8.0% | +284.7% | +372.4% |
| YTD | +565.1% | +10.5% | +554.6% | +482.1% |
| 1Y | +2,802.6% | +38.3% | +2,764.3% | +1,550.1% |
| All | +2,523.1% | +30.9% | +2,492.2% | +1,808.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling