+2,444.0%
MULL vs FFIV
+61.1%
+2,382.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.7% |
| 7D | +14.0% | -1.5% | +15.5% | +16.1% |
| 30D | +24.8% | -2.7% | +27.5% | +27.3% |
| 3M | -16.1% | -1.7% | -14.4% | -14.2% |
| 6M | +330.9% | +36.1% | +294.8% | +193.8% |
| YTD | +545.0% | +52.6% | +492.4% | +260.1% |
| 1Y | +2,427.1% | +21.5% | +2,405.6% | +1,816.2% |
| All | +2,444.0% | +61.1% | +2,382.9% | +916.6% |
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