+50.0%
FDX vs MULL
+337.5%
-287.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | +0.8% | +43.3% | -42.5% | -0.5% |
| 30D | +9.9% | -37.4% | +47.3% | +10.9% |
| 3M | -1.9% | -36.8% | +34.9% | -1.5% |
| 6M | +6.1% | -36.9% | +42.9% | +5.1% |
| YTD | +38.8% | +250.7% | -211.9% | +26.1% |
| 1Y | +50.0% | +337.6% | -287.6% | +34.5% |
| All | +50.0% | +337.5% | -287.5% | +34.5% |
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