+2,581.4%
MULL vs DRI
+30.0%
+2,551.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.6% |
| 7D | +14.8% | -4.8% | +19.6% | +15.4% |
| 30D | +36.6% | -3.9% | +40.5% | +37.2% |
| 3M | -8.9% | +5.1% | -14.0% | -10.0% |
| 6M | +311.9% | +5.5% | +306.4% | +305.1% |
| YTD | +579.8% | +16.5% | +563.4% | +543.0% |
| 1Y | +2,421.5% | +2.0% | +2,419.6% | +2,364.7% |
| All | +2,581.4% | +30.0% | +2,551.4% | +3,770.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling