-3.7%
FISV vs MULL
+444.9%
-448.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.8% | +20.0% | +5.3% |
| 7D | +29.6% | -35.9% | +65.6% | +26.3% |
| 30D | +34.5% | -47.3% | +81.8% | +30.0% |
| 3M | +11.2% | -30.6% | +41.8% | +9.9% |
| 6M | -1.2% | +13.7% | -14.9% | +1.3% |
| YTD | -7.6% | +272.1% | -279.7% | -5.1% |
| 1Y | -3.7% | +475.1% | -478.8% | -1.8% |
| All | -3.7% | +444.9% | -448.6% | -1.8% |
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