+2,036.6%
MULL vs FFIV
+22.0%
+2,014.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.5% | -7.8% | -8.3% |
| 7D | +3.6% | +1.6% | +2.0% | +2.6% |
| 30D | +22.0% | -3.7% | +25.8% | +25.0% |
| 3M | -8.6% | +2.0% | -10.6% | -8.1% |
| 6M | +248.5% | +39.3% | +209.3% | +211.2% |
| YTD | +516.3% | +56.1% | +460.2% | +426.6% |
| 1Y | +2,036.6% | +22.0% | +2,014.7% | +1,781.2% |
| All | +2,036.6% | +22.0% | +2,014.6% | +1,781.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling