+41.4%
FN vs MULL
+1,100.2%
-1,058.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.3% | -0.5% | +8.7% |
| 7D | +16.3% | -27.1% | +43.4% | +25.0% |
| 30D | -24.7% | -54.2% | +29.5% | -9.5% |
| 3M | -34.9% | -42.0% | +7.0% | -26.6% |
| 6M | -41.1% | -43.5% | +2.4% | -40.7% |
| YTD | -19.6% | +199.9% | -219.5% | -54.0% |
| 1Y | -18.5% | +292.8% | -311.4% | -57.9% |
| All | +41.4% | +1,100.2% | -1,058.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling