+2,802.6%
MULL vs DTE
+3.0%
+2,799.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +11.0% |
| 7D | +17.3% | +0.2% | +17.1% | +17.6% |
| 30D | +23.5% | -2.6% | +26.1% | +19.8% |
| 3M | -24.0% | -3.9% | -20.1% | -25.7% |
| 6M | +276.7% | -7.9% | +284.7% | +268.6% |
| YTD | +565.1% | +7.2% | +557.9% | +521.6% |
| 1Y | +2,802.6% | +3.1% | +2,799.5% | +2,655.1% |
| All | +2,802.6% | +3.0% | +2,799.6% | +2,655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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