-70.0%
FICO vs MULL
+968.6%
-1,038.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.1% | -9.5% | -0.4% |
| 7D | -0.9% | -42.7% | +41.8% | -0.9% |
| 30D | +3.3% | -63.8% | +67.1% | +3.5% |
| 3M | -31.7% | -49.0% | +17.3% | -31.9% |
| 6M | -34.0% | -38.2% | +4.2% | -37.3% |
| YTD | -58.3% | +167.0% | -225.4% | -65.4% |
| 1Y | -57.9% | +247.7% | -305.7% | -66.5% |
| All | -70.0% | +968.6% | -1,038.6% | -81.7% |
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 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