+65.0%
FDX vs MULL
+444.9%
-379.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.8% | +17.3% | +3.9% |
| 7D | +8.1% | -35.9% | +44.1% | +9.3% |
| 30D | +13.9% | -47.3% | +61.3% | +15.7% |
| 3M | +5.5% | -30.6% | +36.1% | +5.9% |
| 6M | +15.1% | +13.7% | +1.4% | +13.4% |
| YTD | +43.2% | +272.1% | -228.9% | +35.3% |
| 1Y | +65.0% | +475.1% | -410.0% | +57.1% |
| All | +65.0% | +444.9% | -379.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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