+1,330.3%
MULL vs FFIV
+32.3%
+1,298.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.9% | +23.2% | +23.1% |
| 7D | -2.5% | -2.9% | +0.4% | +3.4% |
| 30D | -40.1% | -32.4% | -7.7% | -13.2% |
| 3M | -28.2% | -22.7% | -5.5% | -13.1% |
| 6M | -39.6% | -10.7% | -28.9% | -37.7% |
| YTD | +262.6% | +25.4% | +237.3% | +129.3% |
| 1Y | +366.2% | +34.2% | +332.0% | +164.4% |
| All | +1,330.3% | +32.3% | +1,298.0% | +547.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling