+145.2%
FIX vs MULL
+1,303.2%
-1,157.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.0% |
| 7D | +17.0% | +43.3% | -26.3% | +7.0% |
| 30D | -30.6% | -37.4% | +6.9% | -24.2% |
| 3M | -35.0% | -36.8% | +1.8% | -30.4% |
| 6M | -44.0% | -36.9% | -7.1% | -46.2% |
| YTD | +21.1% | +250.7% | -229.5% | -30.0% |
| 1Y | +16.3% | +337.6% | -321.3% | -38.2% |
| All | +145.2% | +1,303.2% | -1,157.9% | -18.4% |
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