+2,444.0%
MULL vs FLR
+13.7%
+2,430.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.9% |
| 7D | +14.0% | +0.7% | +13.3% | +12.8% |
| 30D | +24.8% | -0.7% | +25.5% | +24.4% |
| 3M | -16.1% | +14.3% | -30.4% | -23.8% |
| 6M | +330.9% | +25.6% | +305.3% | +252.1% |
| YTD | +545.0% | +42.9% | +502.1% | +367.5% |
| 1Y | +2,427.1% | +38.7% | +2,388.4% | +1,767.5% |
| All | +2,444.0% | +13.7% | +2,430.2% | +1,621.3% |
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