+2,302.1%
MULL vs FLR
+8.9%
+2,293.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.4% |
| 7D | -8.4% | -3.5% | -4.9% | -5.1% |
| 30D | +9.7% | +4.2% | +5.5% | +4.4% |
| 3M | -26.8% | +8.1% | -34.8% | -30.3% |
| 6M | +220.7% | +21.5% | +199.2% | +171.2% |
| YTD | +509.0% | +36.8% | +472.3% | +361.3% |
| 1Y | +1,739.5% | +31.2% | +1,708.3% | +1,336.9% |
| All | +2,302.1% | +8.9% | +2,293.3% | +1,598.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling