-39.6%
MULL vs FDS
+52.6%
-92.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +2.7% | +21.3% | +28.0% |
| 7D | -2.5% | -2.1% | -0.4% | -6.4% |
| 30D | -40.1% | +16.0% | -56.1% | -23.5% |
| 3M | -28.2% | +18.8% | -47.0% | -3.9% |
| 6M | -39.6% | +54.1% | -93.7% | +43.0% |
| All | -39.6% | +52.6% | -92.2% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling