-77.3%
FISV vs MULL
+2,620.5%
-2,697.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.4% | -9.7% | -4.2% |
| 7D | -6.4% | +14.8% | -21.2% | -6.1% |
| 30D | -6.8% | +36.6% | -43.4% | -6.1% |
| 3M | -10.0% | -8.9% | -1.1% | -9.5% |
| 6M | -20.6% | +311.9% | -332.6% | -22.5% |
| YTD | -27.6% | +579.8% | -607.4% | -30.8% |
| 1Y | -64.3% | +2,421.5% | -2,485.9% | -68.3% |
| All | -77.3% | +2,620.5% | -2,697.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling