+2,802.6%
MULL vs FGI
+81.8%
+2,720.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +7.5% | +4.3% | +11.5% |
| 7D | +17.3% | +0.5% | +16.8% | +17.3% |
| 30D | +23.5% | +65.4% | -41.9% | +19.2% |
| 3M | -24.0% | +23.5% | -47.5% | -26.4% |
| 6M | +276.7% | +60.5% | +216.2% | +246.7% |
| YTD | +565.1% | +30.0% | +535.1% | +515.8% |
| 1Y | +2,802.6% | +82.1% | +2,720.5% | +2,676.6% |
| All | +2,802.6% | +81.8% | +2,720.8% | +2,676.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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