+14.5%
FIX vs MULL
+260.4%
-245.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +12.3% | -2.9% | +6.6% |
| 7D | -7.2% | -27.1% | +19.9% | -1.3% |
| 30D | -35.1% | -54.2% | +19.1% | -24.5% |
| 3M | -34.3% | -42.0% | +7.7% | -28.2% |
| 6M | -42.9% | -43.5% | +0.6% | -42.5% |
| YTD | +19.5% | +199.9% | -180.5% | -22.5% |
| All | +14.5% | +260.4% | -245.9% | -29.8% |
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