+2,523.1%
MULL vs FFIV
+61.4%
+2,461.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.4% | +12.2% | +12.3% |
| 7D | +17.3% | -1.0% | +18.3% | +18.7% |
| 30D | +23.5% | -5.1% | +28.6% | +30.1% |
| 3M | -24.0% | -4.5% | -19.5% | -18.1% |
| 6M | +276.7% | +36.5% | +240.3% | +155.5% |
| YTD | +565.1% | +53.0% | +512.1% | +270.2% |
| 1Y | +2,802.6% | +24.2% | +2,778.4% | +1,998.2% |
| All | +2,523.1% | +61.4% | +2,461.7% | +945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling