+1,082.9%
MULL vs DOC
+4.5%
+1,078.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +1.8% | +10.5% | +11.7% |
| 7D | -27.1% | +5.9% | -33.0% | -28.6% |
| 30D | -54.2% | +10.3% | -64.5% | -56.3% |
| 3M | -42.0% | -2.2% | -39.8% | -41.1% |
| 6M | -43.5% | +8.2% | -51.7% | -47.8% |
| YTD | +199.9% | +35.4% | +164.6% | +120.8% |
| 1Y | +292.8% | +23.6% | +269.2% | +221.8% |
| All | +1,082.9% | +4.5% | +1,078.4% | +1,076.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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