+2,523.1%
MULL vs FHN
+31.2%
+2,491.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.1% | +11.9% | +11.9% |
| 7D | +17.3% | +1.2% | +16.1% | +15.4% |
| 30D | +23.5% | -4.7% | +28.2% | +31.9% |
| 3M | -24.0% | +3.5% | -27.5% | -28.7% |
| 6M | +276.7% | +7.8% | +268.9% | +228.2% |
| YTD | +565.1% | +5.9% | +559.2% | +481.2% |
| 1Y | +2,802.6% | +12.5% | +2,790.1% | +2,110.4% |
| All | +2,523.1% | +31.2% | +2,491.9% | +1,366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling