+475.1%
MULL vs FLR
+2.5%
+472.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.8% | -13.0% | -12.8% |
| 7D | -35.9% | +1.4% | -37.3% | -36.7% |
| 30D | -47.3% | -5.9% | -41.4% | -43.0% |
| 3M | -30.6% | -7.6% | -23.0% | -27.3% |
| 6M | +13.7% | -9.3% | +23.0% | +29.4% |
| YTD | +272.1% | +20.1% | +252.0% | +215.1% |
| 1Y | +475.1% | +3.0% | +472.1% | +468.1% |
| All | +475.1% | +2.5% | +472.5% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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