-55.8%
FIG vs MULL
+3,061.6%
-3,117.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +11.8% | -16.2% | -3.9% |
| 7D | -16.3% | +17.3% | -33.6% | -15.7% |
| 30D | -14.3% | +23.5% | -37.8% | -13.4% |
| 3M | +7.2% | -24.0% | +31.1% | +7.5% |
| 6M | -18.6% | +276.7% | -295.4% | -26.4% |
| YTD | -35.5% | +565.1% | -600.5% | -48.2% |
| 1Y | -55.8% | +2,802.6% | -2,858.4% | -76.0% |
| All | -55.8% | +3,061.6% | -3,117.4% | -76.0% |
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 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