+311.9%
MULL vs DKS
-30.2%
+342.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.4% |
| 7D | +14.8% | -2.9% | +17.7% | +14.6% |
| 30D | +36.6% | -37.7% | +74.3% | +34.4% |
| 3M | -8.9% | -38.9% | +30.0% | -8.4% |
| 6M | +311.9% | -31.1% | +343.0% | +310.7% |
| All | +311.9% | -30.2% | +342.1% | +310.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling