+311.9%
MULL vs FRSH
+40.4%
+271.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +4.1% |
| 7D | +14.8% | -9.6% | +24.3% | +4.6% |
| 30D | +36.6% | -0.4% | +37.0% | +37.6% |
| 3M | -8.9% | +27.2% | -36.1% | +22.4% |
| 6M | +311.9% | +42.2% | +269.7% | +489.1% |
| All | +311.9% | +40.4% | +271.6% | +489.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling