+2,330.7%
MULL vs FLNC
-54.3%
+2,385.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -7.3% |
| 7D | +3.6% | -5.0% | +8.6% | +5.7% |
| 30D | +22.0% | -26.1% | +48.1% | +40.7% |
| 3M | -8.6% | -55.2% | +46.5% | +41.0% |
| 6M | +248.5% | -42.6% | +291.1% | +363.0% |
| YTD | +516.3% | -51.0% | +567.3% | +737.1% |
| 1Y | +2,036.6% | +43.3% | +1,993.3% | +1,658.8% |
| All | +2,330.7% | -54.3% | +2,385.0% | +2,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling