+475.1%
MULL vs DRI
+34.0%
+441.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.1% | -18.9% | -11.8% |
| 7D | -35.9% | +6.5% | -42.4% | -34.2% |
| 30D | -47.3% | +16.4% | -63.7% | -44.8% |
| 3M | -30.6% | +13.6% | -44.2% | -27.1% |
| 6M | +13.7% | +22.0% | -8.3% | +17.5% |
| YTD | +272.1% | +29.3% | +242.8% | +261.3% |
| 1Y | +475.1% | +32.0% | +443.0% | +454.4% |
| All | +475.1% | +34.0% | +441.1% | +454.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling