+337.6%
MULL vs DRI
+36.6%
+301.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.4% |
| 7D | +43.3% | -0.3% | +43.6% | +43.1% |
| 30D | -37.4% | +10.8% | -48.3% | -35.5% |
| 3M | -36.8% | +0.9% | -37.8% | -35.4% |
| 6M | -36.9% | +16.3% | -53.2% | -34.5% |
| YTD | +250.7% | +27.8% | +222.9% | +224.3% |
| 1Y | +337.6% | +33.9% | +303.7% | +294.6% |
| All | +337.6% | +36.6% | +301.0% | +294.6% |
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 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