-18.5%
FN vs MULL
+322.2%
-340.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.2% | -2.1% | -6.0% |
| 7D | +0.3% | +24.5% | -24.3% | -5.1% |
| 30D | -16.5% | -35.5% | +19.0% | -9.0% |
| 3M | -42.1% | -44.8% | +2.7% | -35.0% |
| 6M | -52.9% | -45.5% | -7.4% | -50.7% |
| YTD | -28.0% | +232.5% | -260.5% | -56.4% |
| 1Y | -18.5% | +343.3% | -361.8% | -56.2% |
| All | -18.5% | +322.2% | -340.7% | -56.2% |
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