-54.5%
FIS vs MULL
+2,620.5%
-2,674.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -3.3% |
| 7D | -9.1% | +14.8% | -23.9% | -8.8% |
| 30D | -10.4% | +36.6% | -47.0% | -9.8% |
| 3M | -3.7% | -8.9% | +5.2% | -3.4% |
| 6M | -24.8% | +311.9% | -336.7% | -26.7% |
| YTD | -41.6% | +579.8% | -621.4% | -44.3% |
| 1Y | -42.7% | +2,421.5% | -2,464.3% | -48.7% |
| All | -54.5% | +2,620.5% | -2,674.9% | -61.7% |
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