+2,581.4%
MULL vs FCUV
-94.2%
+2,675.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.0% | +12.4% | +5.3% |
| 7D | +14.8% | -63.8% | +78.5% | +13.8% |
| 30D | +36.6% | -14.7% | +51.2% | +37.5% |
| 3M | -8.9% | +65.3% | -74.2% | +0.7% |
| 6M | +311.9% | -68.5% | +380.4% | +382.5% |
| YTD | +579.8% | -83.0% | +662.9% | +720.0% |
| 1Y | +2,421.5% | -94.4% | +2,516.0% | +3,076.5% |
| All | +2,581.4% | -94.2% | +2,675.6% | +3,251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling