+1,367.7%
MULL vs DOC
+2.2%
+1,365.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.1% | -16.9% | -14.8% |
| 7D | -35.9% | +8.7% | -44.6% | -38.2% |
| 30D | -47.3% | +7.6% | -55.0% | -49.4% |
| 3M | -30.6% | -5.3% | -25.3% | -28.7% |
| 6M | +13.7% | +27.6% | -13.9% | -9.7% |
| YTD | +272.1% | +32.4% | +239.7% | +175.8% |
| 1Y | +475.1% | +22.9% | +452.2% | +365.5% |
| All | +1,367.7% | +2.2% | +1,365.4% | +1,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling