+475.1%
MULL vs FRSH
+21.1%
+454.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.3% | -7.5% | -16.9% |
| 7D | -35.9% | -13.8% | -22.1% | -41.3% |
| 30D | -47.3% | +0.3% | -47.6% | -47.2% |
| 3M | -30.6% | +10.1% | -40.7% | -25.0% |
| 6M | +13.7% | +47.7% | -34.0% | +50.0% |
| YTD | +272.1% | +8.2% | +263.9% | +465.7% |
| 1Y | +475.1% | +21.4% | +453.6% | +740.7% |
| All | +475.1% | +21.1% | +454.0% | +740.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling