+188.5%
FLEX vs MULL
+2,561.4%
-2,372.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.8% | -10.3% | -1.3% |
| 7D | -0.9% | +17.3% | -18.2% | -4.8% |
| 30D | -10.1% | +23.5% | -33.6% | -15.2% |
| 3M | -31.3% | -24.0% | -7.4% | -32.8% |
| 6M | +71.3% | +276.7% | -205.5% | +9.5% |
| YTD | +81.2% | +565.1% | -483.8% | -1.4% |
| 1Y | +98.5% | +2,802.6% | -2,704.1% | -27.9% |
| All | +188.5% | +2,561.4% | -2,372.9% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling