+953.2%
MULL vs FGI
+91.2%
+862.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.8% | +9.9% | +9.1% |
| 7D | -42.7% | -7.0% | -35.8% | -42.6% |
| 30D | -63.8% | -4.2% | -59.5% | -63.7% |
| 3M | -49.0% | +55.6% | -104.6% | -50.1% |
| 6M | -38.2% | -3.2% | -35.0% | -39.6% |
| YTD | +167.0% | +29.1% | +137.9% | +155.0% |
| 1Y | +247.7% | +51.0% | +196.7% | +236.6% |
| All | +953.2% | +91.2% | +862.0% | +975.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling