+14.4%
FIX vs MULL
+444.9%
-430.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -13.8% | -1.3% | -12.1% |
| 7D | -18.9% | -35.9% | +17.0% | -10.9% |
| 30D | -36.3% | -47.3% | +11.0% | -27.7% |
| 3M | -38.5% | -30.6% | -7.9% | -34.8% |
| 6M | -42.3% | +13.7% | -56.0% | -50.0% |
| YTD | +17.1% | +272.1% | -255.0% | -26.5% |
| 1Y | +14.4% | +475.1% | -460.7% | -36.2% |
| All | +14.4% | +444.9% | -430.5% | -36.2% |
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