+2,802.6%
MULL vs FDS
-17.4%
+2,820.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.5% | +15.3% | +8.3% |
| 7D | +17.3% | -1.9% | +19.2% | +15.2% |
| 30D | +23.5% | +9.0% | +14.5% | +36.2% |
| 3M | -24.0% | +18.9% | -42.8% | +4.6% |
| 6M | +276.7% | +35.1% | +241.6% | +466.6% |
| YTD | +565.1% | +5.5% | +559.6% | +805.3% |
| 1Y | +2,802.6% | -16.8% | +2,819.4% | +4,090.5% |
| All | +2,802.6% | -17.4% | +2,820.0% | +4,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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