-64.3%
FIS vs MULL
+1,230.7%
-1,294.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.3% | +4.1% |
| 7D | +2.8% | +24.5% | -21.7% | +3.2% |
| 30D | -16.7% | -35.5% | +18.8% | -17.2% |
| 3M | -32.3% | -44.8% | +12.5% | -32.8% |
| 6M | -29.1% | -45.5% | +16.4% | -29.6% |
| YTD | -54.1% | +232.5% | -286.7% | -56.7% |
| 1Y | -53.7% | +343.3% | -397.0% | -57.0% |
| All | -64.3% | +1,230.7% | -1,294.9% | -70.3% |
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