+1,283.0%
MULL vs FGI
+118.7%
+1,164.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -3.4% |
| 7D | +43.3% | +13.5% | +29.8% | +42.9% |
| 30D | -37.4% | +17.1% | -54.6% | -37.6% |
| 3M | -36.8% | +78.0% | -114.9% | -38.3% |
| 6M | -36.9% | +46.4% | -83.3% | -38.4% |
| YTD | +250.7% | +47.7% | +202.9% | +233.9% |
| 1Y | +337.6% | +56.8% | +280.8% | +321.0% |
| All | +1,283.0% | +118.7% | +1,164.3% | +1,308.7% |
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