+475.1%
MULL vs FHN
+14.6%
+460.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.4% | -14.3% |
| 7D | -35.9% | +2.3% | -38.2% | -36.6% |
| 30D | -47.3% | +1.6% | -49.0% | -47.8% |
| 3M | -30.6% | -8.4% | -22.2% | -27.0% |
| 6M | +13.7% | -2.3% | +16.0% | +15.1% |
| YTD | +272.1% | +1.5% | +270.6% | +247.2% |
| 1Y | +475.1% | +15.0% | +460.0% | +362.0% |
| All | +475.1% | +14.6% | +460.5% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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