+2,330.7%
MULL vs FRSH
-26.4%
+2,357.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | +3.6% | -11.2% | +14.8% | +5.7% |
| 30D | +22.0% | -0.8% | +22.9% | +21.3% |
| 3M | -8.6% | +26.4% | -35.0% | -19.3% |
| 6M | +248.5% | +48.4% | +200.1% | +174.5% |
| YTD | +516.3% | -3.1% | +519.4% | +572.3% |
| 1Y | +2,036.6% | -8.7% | +2,045.3% | +2,380.0% |
| All | +2,330.7% | -26.4% | +2,357.1% | +3,324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling