-8.7%
FTI vs MULL
-46.2%
+37.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.2% | +2.3% |
| 7D | +4.3% | +24.5% | -20.2% | +3.0% |
| 30D | -4.7% | -35.5% | +30.9% | -3.5% |
| 3M | -13.5% | -44.8% | +31.3% | -12.3% |
| 6M | -8.7% | -45.5% | +36.7% | -6.8% |
| All | -8.7% | -46.2% | +37.5% | -6.8% |
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