+104.7%
FLEX vs MULL
+2,469.6%
-2,364.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.1% |
| 7D | +7.0% | +14.0% | -7.0% | +3.5% |
| 30D | -5.8% | +24.8% | -30.6% | -11.2% |
| 3M | -24.2% | -16.1% | -8.1% | -26.4% |
| 6M | +90.8% | +330.9% | -240.1% | +23.1% |
| YTD | +89.2% | +545.0% | -455.8% | +10.1% |
| 1Y | +104.7% | +2,427.1% | -2,322.4% | -3.9% |
| All | +104.7% | +2,469.6% | -2,364.9% | -3.9% |
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