-40.4%
FIS vs MULL
+2,040.8%
-2,081.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.3% | +10.5% | +0.7% |
| 7D | -8.9% | +3.6% | -12.5% | -8.7% |
| 30D | -9.9% | +22.0% | -31.9% | -8.8% |
| 3M | 0.0% | -8.6% | +8.6% | +1.2% |
| 6M | -22.9% | +248.5% | -271.4% | -20.7% |
| YTD | -40.9% | +516.3% | -557.2% | -39.7% |
| 1Y | -40.4% | +2,036.6% | -2,077.1% | -41.4% |
| All | -40.4% | +2,040.8% | -2,081.2% | -41.4% |
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