-79.9%
FIG vs MULL
+3,046.1%
-3,126.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.7% |
| 7D | -3.8% | -8.4% | +4.6% | -4.2% |
| 30D | -2.3% | +9.7% | -12.0% | -1.6% |
| 3M | +20.0% | -26.8% | +46.7% | +20.2% |
| 6M | -16.7% | +220.7% | -237.4% | -20.5% |
| YTD | -37.9% | +509.0% | -547.0% | -45.2% |
| 1Y | -58.5% | +1,739.5% | -1,798.1% | -65.4% |
| All | -79.9% | +3,046.1% | -3,126.0% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling