+475.1%
MULL vs FCUV
-98.1%
+573.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.5% | -6.2% | -14.0% |
| 7D | -35.9% | -8.6% | -27.3% | -36.1% |
| 30D | -47.3% | -25.9% | -21.4% | -47.8% |
| 3M | -30.6% | -69.8% | +39.2% | -31.4% |
| 6M | +13.7% | -31.6% | +45.3% | +39.5% |
| YTD | +272.1% | -90.1% | +362.2% | +367.6% |
| 1Y | +475.1% | -98.0% | +573.1% | +485.0% |
| All | +475.1% | -98.1% | +573.2% | +485.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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