+2,302.1%
MULL vs FLNC
-53.2%
+2,355.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.4% |
| 7D | -8.4% | -4.1% | -4.4% | -7.1% |
| 30D | +9.7% | -24.8% | +34.5% | +25.3% |
| 3M | -26.8% | -59.1% | +32.3% | +16.5% |
| 6M | +220.7% | -42.0% | +262.7% | +323.0% |
| YTD | +509.0% | -49.8% | +558.8% | +717.0% |
| 1Y | +1,739.5% | +43.1% | +1,696.4% | +1,410.8% |
| All | +2,302.1% | -53.2% | +2,355.3% | +2,091.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling