-35.4%
FN vs MULL
-65.7%
+30.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -34.2% | +20.0% | +2.7% |
| 7D | -16.0% | -53.1% | +37.1% | +18.7% |
| 30D | -40.1% | -64.1% | +24.0% | -4.5% |
| All | -35.4% | -65.7% | +30.3% | +4.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling