+2,292.3%
MULL vs FDS
-21.1%
+2,313.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -7.2% |
| 7D | +14.0% | -5.4% | +19.4% | +8.2% |
| 30D | +24.8% | +1.6% | +23.2% | +28.3% |
| 3M | -16.1% | +17.7% | -33.8% | +11.7% |
| 6M | +330.9% | +29.1% | +301.8% | +519.7% |
| YTD | +545.0% | +1.0% | +544.0% | +738.6% |
| All | +2,292.3% | -21.1% | +2,313.4% | +3,071.5% |
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