-69.0%
FICO vs MULL
+1,351.1%
-1,420.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +24.0% | -24.3% | -0.3% |
| 7D | +4.0% | -2.5% | +6.5% | +3.9% |
| 30D | -1.5% | -40.1% | +38.6% | -1.5% |
| 3M | -29.8% | -28.2% | -1.6% | -30.0% |
| 6M | -33.3% | -39.6% | +6.3% | -35.1% |
| YTD | -56.9% | +262.6% | -319.5% | -64.3% |
| 1Y | -59.5% | +366.2% | -425.6% | -67.6% |
| All | -69.0% | +1,351.1% | -1,420.1% | -81.0% |
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