+1,739.5%
MULL vs FHN
+11.5%
+1,728.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -8.4% | -1.2% | -7.2% | -8.0% |
| 30D | +9.7% | -4.8% | +14.5% | +11.9% |
| 3M | -26.8% | -0.7% | -26.0% | -26.6% |
| 6M | +220.7% | +10.6% | +210.1% | +202.9% |
| YTD | +509.0% | +4.6% | +504.4% | +487.8% |
| 1Y | +1,739.5% | +11.4% | +1,728.2% | +1,733.8% |
| All | +1,739.5% | +11.5% | +1,728.0% | +1,733.8% |
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 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