+38.6%
FDX vs MULL
+968.6%
-930.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +9.1% | -11.8% | -3.2% |
| 7D | -1.6% | -42.7% | +41.1% | +0.9% |
| 30D | +6.6% | -63.8% | +70.4% | +11.9% |
| 3M | -2.1% | -49.0% | +47.0% | +0.1% |
| 6M | +2.2% | -38.2% | +40.3% | -1.2% |
| YTD | +33.9% | +167.0% | -133.1% | +11.2% |
| 1Y | +50.2% | +247.7% | -197.5% | +20.1% |
| All | +38.6% | +968.6% | -930.0% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling