-58.8%
FICO vs MULL
+260.4%
-319.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.3% | -9.6% | +3.4% |
| 7D | -0.1% | -27.1% | +27.0% | -1.4% |
| 30D | +8.4% | -54.2% | +62.6% | +4.4% |
| 3M | -30.5% | -42.0% | +11.5% | -31.7% |
| 6M | -35.7% | -43.5% | +7.8% | -35.9% |
| YTD | -57.2% | +199.9% | -257.1% | -56.3% |
| All | -58.8% | +260.4% | -319.2% | -58.1% |
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