+54.6%
FTI vs MULL
+444.9%
-390.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.8% | +10.4% | -2.8% |
| 7D | -9.7% | -35.9% | +26.2% | -8.2% |
| 30D | -8.2% | -47.3% | +39.2% | -6.2% |
| 3M | -7.8% | -30.6% | +22.8% | -6.9% |
| 6M | -13.4% | +13.7% | -27.1% | -15.1% |
| YTD | +45.1% | +272.1% | -227.1% | +32.1% |
| 1Y | +54.6% | +475.1% | -420.5% | +39.0% |
| All | +54.6% | +444.9% | -390.3% | +39.0% |
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