+11.6%
FE vs MULL
+2,469.6%
-2,458.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | +0.6% | +14.0% | -13.4% | +0.8% |
| 30D | -2.1% | +24.8% | -27.0% | -1.9% |
| 3M | +2.6% | -16.1% | +18.7% | +2.8% |
| 6M | -6.8% | +330.9% | -337.7% | -6.5% |
| YTD | +6.9% | +545.0% | -538.1% | +7.3% |
| 1Y | +11.6% | +2,427.1% | -2,415.6% | +12.4% |
| All | +11.6% | +2,469.6% | -2,458.1% | +12.4% |
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 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