+475.1%
MULL vs FGI
+38.7%
+436.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.0% | -8.8% | -13.5% |
| 7D | -35.9% | +3.3% | -39.3% | -36.1% |
| 30D | -47.3% | -2.0% | -45.3% | -47.3% |
| 3M | -30.6% | +60.3% | -90.8% | -35.2% |
| 6M | +13.7% | +0.7% | +13.0% | +8.1% |
| YTD | +272.1% | +30.2% | +241.9% | +202.1% |
| 1Y | +475.1% | +44.4% | +430.7% | +374.0% |
| All | +475.1% | +38.7% | +436.4% | +374.0% |
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