+2,444.0%
MULL vs FGI
+96.1%
+2,347.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.1% |
| 7D | +14.0% | +5.2% | +8.8% | +13.9% |
| 30D | +24.8% | +65.2% | -40.4% | +22.4% |
| 3M | -16.1% | +30.2% | -46.3% | -17.8% |
| 6M | +330.9% | +87.8% | +243.1% | +311.5% |
| YTD | +545.0% | +32.5% | +512.5% | +516.2% |
| 1Y | +2,427.1% | +93.6% | +2,333.5% | +2,392.7% |
| All | +2,444.0% | +96.1% | +2,347.9% | +2,499.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling