+2,802.6%
MULL vs DGX
+33.7%
+2,768.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.8% | +10.8% |
| 7D | +17.3% | -2.3% | +19.6% | +14.3% |
| 30D | +23.5% | +0.6% | +22.9% | +24.4% |
| 3M | -24.0% | +21.4% | -45.4% | -2.2% |
| 6M | +276.7% | +14.7% | +262.0% | +371.4% |
| YTD | +565.1% | +38.4% | +526.6% | +877.8% |
| 1Y | +2,802.6% | +34.0% | +2,768.6% | +4,193.1% |
| All | +2,802.6% | +33.7% | +2,768.9% | +4,193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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