+1,211.6%
MULL vs FGI
+63.6%
+1,147.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -25.2% | +20.0% | -4.6% |
| 7D | +24.5% | -14.4% | +38.9% | +25.0% |
| 30D | -35.5% | -11.8% | -23.7% | -35.3% |
| 3M | -44.8% | -46.2% | +1.5% | -44.2% |
| 6M | -45.5% | +5.2% | -50.6% | -46.5% |
| YTD | +232.5% | +10.5% | +222.0% | +218.6% |
| 1Y | +343.3% | +25.5% | +317.8% | +330.0% |
| All | +1,211.6% | +63.6% | +1,147.9% | +1,244.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling