-39.3%
FICO vs MULL
+2,469.6%
-2,508.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | -15.4% | +14.0% | -29.4% | -14.8% |
| 30D | -10.4% | +24.8% | -35.2% | -9.2% |
| 3M | -22.7% | -16.1% | -6.6% | -21.0% |
| 6M | -36.8% | +330.9% | -367.7% | -35.1% |
| YTD | -44.8% | +545.0% | -589.8% | -43.3% |
| 1Y | -39.3% | +2,427.1% | -2,466.5% | -38.4% |
| All | -39.3% | +2,469.6% | -2,508.9% | -38.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling