-17.9%
FN vs MULL
+338.1%
-356.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +24.0% | -18.1% | 0.0% |
| 7D | +8.0% | -2.5% | +10.6% | +7.2% |
| 30D | -19.1% | -40.1% | +20.9% | -10.6% |
| 3M | -29.8% | -28.2% | -1.6% | -25.5% |
| 6M | -43.2% | -39.6% | -3.6% | -42.2% |
| YTD | -18.9% | +262.6% | -281.6% | -53.4% |
| 1Y | -17.9% | +366.2% | -384.1% | -57.6% |
| All | -17.9% | +338.1% | -356.0% | -57.6% |
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 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