+43.4%
FDX vs MULL
+1,100.2%
-1,056.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.3% | -8.8% | +2.8% |
| 7D | +0.2% | -27.1% | +27.3% | +1.4% |
| 30D | +9.3% | -54.2% | +63.5% | +13.2% |
| 3M | +0.5% | -42.0% | +42.4% | +1.9% |
| 6M | +5.3% | -43.5% | +48.8% | +2.9% |
| YTD | +38.6% | +199.9% | -161.3% | +14.3% |
| 1Y | +53.5% | +292.8% | -239.3% | +21.8% |
| All | +43.4% | +1,100.2% | -1,056.8% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling