-60.3%
FICO vs MULL
+2,561.4%
-2,621.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +11.8% | -28.5% | -16.8% |
| 7D | -19.2% | +17.3% | -36.5% | -19.3% |
| 30D | -14.6% | +23.5% | -38.1% | -14.8% |
| 3M | -20.1% | -24.0% | +3.9% | -20.2% |
| 6M | -36.3% | +276.7% | -313.1% | -43.7% |
| YTD | -44.9% | +565.1% | -609.9% | -54.3% |
| 1Y | -38.6% | +2,802.6% | -2,841.2% | -58.4% |
| All | -60.3% | +2,561.4% | -2,621.7% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling