-69.3%
FICO vs MULL
+1,230.7%
-1,300.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.4% |
| 7D | +2.2% | +24.5% | -22.3% | +2.2% |
| 30D | +0.1% | -35.5% | +35.6% | +0.1% |
| 3M | -35.2% | -44.8% | +9.6% | -35.2% |
| 6M | -32.4% | -45.5% | +13.1% | -34.1% |
| YTD | -57.4% | +232.5% | -289.9% | -64.7% |
| 1Y | -58.5% | +343.3% | -401.8% | -67.0% |
| All | -69.3% | +1,230.7% | -1,300.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling