+196.8%
FLEX vs MULL
+2,620.5%
-2,423.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.7% |
| 7D | +6.4% | +14.8% | -8.4% | +2.7% |
| 30D | -5.9% | +36.6% | -42.4% | -13.3% |
| 3M | -23.5% | -8.9% | -14.6% | -27.3% |
| 6M | +83.7% | +311.9% | -228.2% | +15.1% |
| YTD | +86.5% | +579.8% | -493.3% | +0.8% |
| 1Y | +100.5% | +2,421.5% | -2,321.0% | -24.5% |
| All | +196.8% | +2,620.5% | -2,423.6% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling