+2,581.4%
MULL vs FFIV
+67.3%
+2,514.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +0.6% |
| 7D | +14.8% | +3.5% | +11.3% | +10.0% |
| 30D | +36.6% | -1.3% | +37.9% | +37.5% |
| 3M | -8.9% | +2.4% | -11.3% | -11.3% |
| 6M | +311.9% | +41.8% | +270.1% | +167.1% |
| YTD | +579.8% | +58.5% | +521.3% | +262.3% |
| 1Y | +2,421.5% | +24.3% | +2,397.2% | +1,786.2% |
| All | +2,581.4% | +67.3% | +2,514.1% | +922.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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