+57.4%
FN vs MULL
+2,561.4%
-2,504.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.8% | -8.7% | +0.3% |
| 7D | -1.7% | +17.3% | -19.0% | -5.6% |
| 30D | -22.0% | +23.5% | -45.5% | -25.8% |
| 3M | -43.0% | -24.0% | -19.0% | -44.0% |
| 6M | -27.7% | +276.7% | -304.5% | -57.7% |
| YTD | -10.5% | +565.1% | -575.6% | -57.2% |
| 1Y | +12.5% | +2,802.6% | -2,790.1% | -67.2% |
| All | +57.4% | +2,561.4% | -2,504.0% | -59.4% |
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 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