+2,444.0%
MULL vs DRI
+32.1%
+2,411.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.8% |
| 7D | +14.0% | -1.2% | +15.2% | +14.2% |
| 30D | +24.8% | -0.4% | +25.2% | +24.9% |
| 3M | -16.1% | +9.5% | -25.6% | -17.8% |
| 6M | +330.9% | +6.5% | +324.4% | +323.8% |
| YTD | +545.0% | +18.4% | +526.6% | +509.1% |
| 1Y | +2,427.1% | +4.2% | +2,422.9% | +2,361.5% |
| All | +2,444.0% | +32.1% | +2,411.8% | +3,565.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling