+13.2%
FN vs MULL
+879.3%
-866.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -34.2% | +20.0% | -5.5% |
| 7D | -16.0% | -53.1% | +37.1% | +0.5% |
| 30D | -40.1% | -64.1% | +24.0% | -23.7% |
| 3M | -43.9% | -54.6% | +10.7% | -32.8% |
| 6M | -55.6% | -38.7% | -16.9% | -56.9% |
| YTD | -35.7% | +144.7% | -180.4% | -61.3% |
| 1Y | -39.8% | +220.3% | -260.1% | -67.3% |
| All | +13.2% | +879.3% | -866.1% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling