+1,211.6%
MULL vs FLR
-1.6%
+1,213.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.0% |
| 7D | +24.5% | +5.4% | +19.2% | +18.1% |
| 30D | -35.5% | +2.8% | -38.3% | -34.7% |
| 3M | -44.8% | -6.4% | -38.4% | -39.0% |
| 6M | -45.5% | +8.8% | -54.2% | -43.4% |
| YTD | +232.5% | +23.6% | +208.9% | +191.0% |
| 1Y | +343.3% | +13.8% | +329.4% | +319.0% |
| All | +1,211.6% | -1.6% | +1,213.2% | +971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling