+2,581.4%
MULL vs FND
-54.3%
+2,635.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.9% |
| 7D | +14.8% | -0.8% | +15.5% | +15.4% |
| 30D | +36.6% | -19.6% | +56.1% | +57.1% |
| 3M | -8.9% | -4.3% | -4.5% | -10.9% |
| 6M | +311.9% | -20.4% | +332.4% | +361.1% |
| YTD | +579.8% | -21.9% | +601.7% | +643.9% |
| 1Y | +2,421.5% | -45.2% | +2,466.7% | +3,819.3% |
| All | +2,581.4% | -54.3% | +2,635.7% | +4,477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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