+2,330.7%
MULL vs DKS
-30.9%
+2,361.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | +3.6% | -4.7% | +8.4% | +6.6% |
| 30D | +22.0% | -35.1% | +57.1% | +52.3% |
| 3M | -8.6% | -37.7% | +29.1% | +14.9% |
| 6M | +248.5% | -30.7% | +279.3% | +285.7% |
| YTD | +516.3% | -31.9% | +548.2% | +592.2% |
| 1Y | +2,036.6% | -40.0% | +2,076.6% | +2,613.6% |
| All | +2,330.7% | -30.9% | +2,361.6% | +2,497.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling