+2,302.1%
MULL vs DKS
-29.9%
+2,332.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -2.0% |
| 7D | -8.4% | -3.0% | -5.5% | -6.8% |
| 30D | +9.7% | -33.4% | +43.1% | +34.6% |
| 3M | -26.8% | -39.4% | +12.6% | -5.5% |
| 6M | +220.7% | -30.1% | +250.8% | +253.5% |
| YTD | +509.0% | -31.0% | +540.0% | +578.3% |
| 1Y | +1,739.5% | -40.2% | +1,779.7% | +2,254.7% |
| All | +2,302.1% | -29.9% | +2,332.1% | +2,445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling