+2,330.7%
MULL vs FLR
+7.6%
+2,323.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -6.9% |
| 7D | +3.6% | -6.9% | +10.5% | +11.1% |
| 30D | +22.0% | +1.1% | +20.9% | +19.6% |
| 3M | -8.6% | +14.3% | -23.0% | -16.8% |
| 6M | +248.5% | +19.1% | +229.4% | +200.7% |
| YTD | +516.3% | +35.1% | +481.2% | +372.8% |
| 1Y | +2,036.6% | +29.5% | +2,007.2% | +1,592.2% |
| All | +2,330.7% | +7.6% | +2,323.2% | +1,640.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling