-57.0%
FIG vs MULL
+337.5%
-394.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.4% |
| 7D | +2.6% | +43.3% | -40.7% | +4.2% |
| 30D | -13.1% | -37.4% | +24.4% | -15.2% |
| 3M | -20.3% | -36.8% | +16.5% | -21.8% |
| 6M | -2.1% | -36.9% | +34.7% | -3.0% |
| YTD | -49.4% | +250.7% | -300.0% | -55.5% |
| 1Y | -57.0% | +337.6% | -394.6% | -63.7% |
| All | -57.0% | +337.5% | -394.5% | -63.7% |
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 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