+1,283.0%
MULL vs DRI
+42.6%
+1,240.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.3% |
| 7D | +43.3% | -0.3% | +43.6% | +43.3% |
| 30D | -37.4% | +10.8% | -48.3% | -37.6% |
| 3M | -36.8% | +0.9% | -37.8% | -36.4% |
| 6M | -36.9% | +16.3% | -53.2% | -38.1% |
| YTD | +250.7% | +27.8% | +222.9% | +230.9% |
| 1Y | +337.6% | +33.9% | +303.7% | +306.9% |
| All | +1,283.0% | +42.6% | +1,240.4% | +1,891.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling