-63.5%
FIS vs MULL
+1,351.1%
-1,414.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +24.0% | -17.3% | +7.0% |
| 7D | +1.5% | -2.5% | +4.1% | +1.6% |
| 30D | -11.8% | -40.1% | +28.3% | -12.5% |
| 3M | -28.5% | -28.2% | -0.3% | -28.7% |
| 6M | -27.0% | -39.6% | +12.6% | -27.5% |
| YTD | -53.1% | +262.6% | -315.7% | -55.7% |
| 1Y | -52.8% | +366.2% | -418.9% | -56.0% |
| All | -63.5% | +1,351.1% | -1,414.6% | -69.6% |
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