-77.1%
FISV vs MULL
+2,366.2%
-2,443.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +9.9% | +0.4% |
| 7D | -7.2% | +3.6% | -10.8% | -7.1% |
| 30D | -7.2% | +22.0% | -29.2% | -6.7% |
| 3M | -8.2% | -8.6% | +0.5% | -8.0% |
| 6M | -17.7% | +248.5% | -266.2% | -19.6% |
| YTD | -27.2% | +516.3% | -543.4% | -30.5% |
| 1Y | -63.0% | +2,036.6% | -2,099.6% | -67.1% |
| All | -77.1% | +2,366.2% | -2,443.3% | -81.1% |
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