+83.8%
FLEX vs MULL
+968.6%
-884.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.1% | -4.5% | +2.3% |
| 7D | -19.3% | -42.7% | +23.4% | -8.2% |
| 30D | -41.5% | -63.8% | +22.2% | -25.9% |
| 3M | -43.1% | -49.0% | +5.9% | -34.5% |
| 6M | -48.2% | -38.2% | -10.0% | -48.8% |
| YTD | +15.5% | +167.0% | -151.5% | -22.9% |
| 1Y | +10.2% | +247.7% | -237.5% | -32.6% |
| All | +83.8% | +968.6% | -884.7% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling