+2,802.6%
MULL vs FLR
+31.2%
+2,771.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.3% | +14.1% | +14.3% |
| 7D | +17.3% | +5.4% | +11.9% | +10.0% |
| 30D | +23.5% | +11.4% | +12.1% | +4.4% |
| 3M | -24.0% | +11.4% | -35.4% | -28.6% |
| 6M | +276.7% | +16.6% | +260.1% | +228.3% |
| YTD | +565.1% | +41.7% | +523.4% | +381.6% |
| 1Y | +2,802.6% | +35.4% | +2,767.2% | +2,036.2% |
| All | +2,802.6% | +31.2% | +2,771.4% | +2,036.2% |
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