-80.9%
FIG vs MULL
+3,411.8%
-3,492.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.0% |
| 7D | -14.5% | +14.8% | -29.2% | -13.8% |
| 30D | -13.3% | +36.6% | -49.9% | -11.7% |
| 3M | +7.4% | -8.9% | +16.3% | +8.1% |
| 6M | -27.8% | +311.9% | -339.7% | -31.3% |
| YTD | -41.1% | +579.8% | -620.9% | -47.8% |
| 1Y | -58.7% | +2,421.5% | -2,480.3% | -63.8% |
| All | -80.9% | +3,411.8% | -3,492.7% | -80.3% |
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 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