+475.1%
MULL vs DGX
+45.0%
+430.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.2% | -9.7% |
| 7D | -35.9% | +4.1% | -40.0% | -32.2% |
| 30D | -47.3% | +10.5% | -57.8% | -40.4% |
| 3M | -30.6% | +9.8% | -40.4% | -21.5% |
| 6M | +13.7% | +34.6% | -20.9% | +71.2% |
| YTD | +272.1% | +49.8% | +222.3% | +531.5% |
| 1Y | +475.1% | +46.0% | +429.0% | +845.2% |
| All | +475.1% | +45.0% | +430.1% | +845.2% |
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