-52.9%
FIS vs MULL
+2,481.0%
-2,533.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -6.0% |
| 7D | -3.5% | +14.0% | -17.4% | -3.2% |
| 30D | -7.8% | +24.8% | -32.6% | -7.4% |
| 3M | +0.8% | -16.1% | +16.9% | +1.1% |
| 6M | -21.9% | +330.9% | -352.8% | -24.2% |
| YTD | -39.5% | +545.0% | -584.5% | -42.4% |
| 1Y | -41.0% | +2,427.1% | -2,468.1% | -47.3% |
| All | -52.9% | +2,481.0% | -2,533.9% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling