+2,581.4%
MULL vs FDS
-40.3%
+2,621.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.4% | +8.8% | +3.1% |
| 7D | +14.8% | -8.8% | +23.6% | +8.2% |
| 30D | +36.6% | -1.4% | +37.9% | +36.7% |
| 3M | -8.9% | +13.9% | -22.8% | +8.0% |
| 6M | +311.9% | +27.4% | +284.5% | +402.6% |
| YTD | +579.8% | -2.5% | +582.3% | +753.3% |
| 1Y | +2,421.5% | -23.8% | +2,445.3% | +3,578.3% |
| All | +2,581.4% | -40.3% | +2,621.7% | +4,002.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling