+2,302.1%
MULL vs DUOL
-54.8%
+2,356.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -8.4% | -7.0% | -1.4% | -7.7% |
| 30D | +9.7% | +6.7% | +3.0% | +8.2% |
| 3M | -26.8% | +16.0% | -42.8% | -31.5% |
| 6M | +220.7% | +45.4% | +175.3% | +169.6% |
| YTD | +509.0% | -18.1% | +527.2% | +549.4% |
| 1Y | +1,739.5% | -53.6% | +1,793.1% | +2,426.2% |
| All | +2,302.1% | -54.8% | +2,356.9% | +2,982.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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