+475.1%
MULL vs FDS
+31.1%
+443.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.9% | -16.6% | -10.7% |
| 7D | -35.9% | +9.4% | -45.3% | -28.4% |
| 30D | -47.3% | +23.8% | -71.1% | -32.7% |
| 3M | -30.6% | +25.1% | -55.7% | -8.9% |
| 6M | +13.7% | +53.8% | -40.1% | +106.2% |
| YTD | +272.1% | +19.6% | +252.6% | +484.0% |
| 1Y | +475.1% | +31.6% | +443.4% | +965.8% |
| All | +475.1% | +31.1% | +443.9% | +965.8% |
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