+1,211.6%
MULL vs FHN
+24.7%
+1,186.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.8% |
| 7D | +24.5% | +2.1% | +22.4% | +21.4% |
| 30D | -35.5% | +3.8% | -39.3% | -38.3% |
| 3M | -44.8% | -8.9% | -35.8% | -37.7% |
| 6M | -45.5% | +1.8% | -47.3% | -48.7% |
| YTD | +232.5% | +0.6% | +232.0% | +210.3% |
| 1Y | +343.3% | +12.9% | +330.3% | +241.1% |
| All | +1,211.6% | +24.7% | +1,186.9% | +682.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling