+2,581.4%
MULL vs DGX
+51.3%
+2,530.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +14.8% | -2.2% | +17.0% | +13.9% |
| 30D | +36.6% | -0.9% | +37.5% | +36.2% |
| 3M | -8.9% | +15.6% | -24.5% | -2.9% |
| 6M | +311.9% | +17.8% | +294.1% | +347.3% |
| YTD | +579.8% | +37.5% | +542.4% | +627.1% |
| 1Y | +2,421.5% | +31.2% | +2,390.4% | +2,573.3% |
| All | +2,581.4% | +51.3% | +2,530.1% | +2,586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling