+75.5%
FDX vs MULL
+2,469.6%
-2,394.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.5% |
| 7D | -3.3% | +14.0% | -17.3% | -3.8% |
| 30D | -1.4% | +24.8% | -26.2% | -2.3% |
| 3M | -4.5% | -16.1% | +11.6% | -5.0% |
| 6M | +9.4% | +330.9% | -321.5% | +2.2% |
| YTD | +36.0% | +545.0% | -509.0% | +24.7% |
| 1Y | +75.5% | +2,427.1% | -2,351.6% | +54.2% |
| All | +75.5% | +2,469.6% | -2,394.1% | +54.2% |
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