-47.5%
FPS vs MULL
-49.3%
+1.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +12.3% | +3.7% | +12.1% |
| 7D | -8.0% | -27.1% | +19.1% | +1.2% |
| 30D | -43.5% | -54.2% | +10.7% | -29.7% |
| 3M | -41.6% | -42.0% | +0.3% | -32.5% |
| All | -47.5% | -49.3% | +1.9% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling