+2,523.1%
MULL vs FND
-51.8%
+2,574.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.1% | +10.6% |
| 7D | +17.3% | -5.2% | +22.5% | +21.5% |
| 30D | +23.5% | -19.9% | +43.4% | +42.4% |
| 3M | -24.0% | +2.7% | -26.7% | -29.5% |
| 6M | +276.7% | -21.7% | +298.4% | +333.4% |
| YTD | +565.1% | -17.5% | +582.6% | +601.3% |
| 1Y | +2,802.6% | -39.3% | +2,841.9% | +4,037.8% |
| All | +2,523.1% | -51.8% | +2,574.9% | +4,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling