+2,302.1%
MULL vs FCUV
-94.0%
+2,396.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.1% |
| 7D | -8.4% | -66.5% | +58.0% | -9.3% |
| 30D | +9.7% | +5.0% | +4.7% | +10.7% |
| 3M | -26.8% | +63.8% | -90.5% | -18.9% |
| 6M | +220.7% | -67.8% | +288.5% | +277.8% |
| YTD | +509.0% | -82.4% | +591.4% | +635.0% |
| 1Y | +1,739.5% | -94.7% | +1,834.3% | +2,229.6% |
| All | +2,302.1% | -94.0% | +2,396.1% | +2,903.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling