+1,739.5%
MULL vs DGX
+32.7%
+1,706.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | +0.7% |
| 7D | -8.4% | -0.9% | -7.5% | -9.5% |
| 30D | +9.7% | -1.2% | +10.8% | +8.2% |
| 3M | -26.8% | +15.8% | -42.5% | -10.6% |
| 6M | +220.7% | +18.2% | +202.5% | +316.8% |
| YTD | +509.0% | +37.2% | +471.8% | +829.4% |
| 1Y | +1,739.5% | +30.4% | +1,709.2% | +2,662.4% |
| All | +1,739.5% | +32.7% | +1,706.9% | +2,662.4% |
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