+865.3%
MULL vs DOC
+2.0%
+863.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -0.2% | -34.0% | -34.1% |
| 7D | -53.1% | +6.2% | -59.3% | -54.2% |
| 30D | -64.1% | +6.5% | -70.6% | -65.3% |
| 3M | -54.6% | -6.2% | -48.3% | -53.0% |
| 6M | -38.7% | +25.6% | -64.3% | -50.7% |
| YTD | +144.7% | +32.1% | +112.7% | +81.6% |
| 1Y | +220.3% | +20.3% | +200.0% | +165.2% |
| All | +865.3% | +2.0% | +863.3% | +868.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling