-25.7%
FN vs MULL
+444.9%
-470.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.8% | +7.8% | -2.8% |
| 7D | -7.0% | -35.9% | +28.9% | +2.9% |
| 30D | -24.7% | -47.3% | +22.6% | -13.4% |
| 3M | -35.7% | -30.6% | -5.1% | -30.4% |
| 6M | -52.4% | +13.7% | -66.1% | -58.4% |
| YTD | -25.0% | +272.1% | -297.1% | -57.5% |
| 1Y | -25.7% | +475.1% | -500.7% | -64.8% |
| All | -25.7% | +444.9% | -470.5% | -64.8% |
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