-58.4%
FICO vs MULL
+251.4%
-309.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.8% |
| 7D | +0.9% | -32.2% | +33.1% | -1.0% |
| 30D | +9.4% | -55.4% | +64.8% | +5.3% |
| 3M | -30.4% | -41.3% | +10.9% | -31.6% |
| 6M | -35.1% | -44.9% | +9.8% | -35.4% |
| YTD | -56.8% | +192.4% | -249.2% | -56.0% |
| 1Y | -58.4% | +239.4% | -297.8% | -57.7% |
| All | -58.4% | +251.4% | -309.8% | -57.7% |
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