+2,581.4%
MULL vs DUOL
-56.2%
+2,637.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.9% | +10.3% | +6.0% |
| 7D | +14.8% | -11.8% | +26.6% | +16.4% |
| 30D | +36.6% | +1.5% | +35.1% | +35.6% |
| 3M | -8.9% | +18.1% | -27.0% | -15.8% |
| 6M | +311.9% | +38.7% | +273.3% | +249.4% |
| YTD | +579.8% | -20.7% | +600.5% | +627.7% |
| 1Y | +2,421.5% | -49.1% | +2,470.6% | +3,119.9% |
| All | +2,581.4% | -56.2% | +2,637.5% | +3,354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling