+1,053.2%
MULL vs DRI
+43.1%
+1,010.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -32.2% | +4.2% | -36.5% | -32.1% |
| 30D | -55.4% | +15.7% | -71.1% | -55.6% |
| 3M | -41.3% | +5.8% | -47.0% | -41.1% |
| 6M | -44.9% | +18.4% | -63.3% | -46.2% |
| YTD | +192.4% | +28.2% | +164.2% | +175.9% |
| 1Y | +239.4% | +35.9% | +203.5% | +214.7% |
| All | +1,053.2% | +43.1% | +1,010.2% | +1,560.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling