+2,581.4%
MULL vs DTE
+20.7%
+2,560.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.2% |
| 7D | +14.8% | 0.0% | +14.8% | +14.8% |
| 30D | +36.6% | -0.5% | +37.1% | +36.6% |
| 3M | -8.9% | -6.0% | -2.9% | -9.9% |
| 6M | +311.9% | -7.2% | +319.1% | +310.3% |
| YTD | +579.8% | +7.2% | +572.7% | +510.6% |
| 1Y | +2,421.5% | +4.1% | +2,417.5% | +2,191.0% |
| All | +2,581.4% | +20.7% | +2,560.7% | +2,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling