+1,848.1%
MULL vs FIGR
+6.3%
+1,841.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.4% | -5.6% |
| 7D | +14.0% | +13.5% | +0.4% | +7.8% |
| 30D | +24.8% | +33.7% | -8.9% | +9.4% |
| 3M | -16.1% | +37.3% | -53.5% | -26.6% |
| 6M | +330.9% | +25.5% | +305.4% | +286.2% |
| YTD | +545.0% | -6.3% | +551.3% | +485.5% |
| All | +1,848.1% | +6.3% | +1,841.8% | +1,574.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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