+2,302.1%
MULL vs FRSH
-26.2%
+2,328.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -8.4% | -6.6% | -1.8% | -7.3% |
| 30D | +9.7% | +2.1% | +7.6% | +8.4% |
| 3M | -26.8% | +29.0% | -55.7% | -35.8% |
| 6M | +220.7% | +48.6% | +172.1% | +152.5% |
| YTD | +509.0% | -2.9% | +512.0% | +564.2% |
| 1Y | +1,739.5% | -7.9% | +1,747.4% | +2,018.4% |
| All | +2,302.1% | -26.2% | +2,328.4% | +3,283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling