+475.1%
MULL vs FTV
+37.8%
+437.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.3% | -16.0% | -13.8% |
| 7D | -35.9% | +6.6% | -42.5% | -36.2% |
| 30D | -47.3% | +19.1% | -66.4% | -48.2% |
| 3M | -30.6% | +13.1% | -43.7% | -31.2% |
| 6M | +13.7% | +14.0% | -0.3% | +14.9% |
| YTD | +272.1% | +24.2% | +247.9% | +281.0% |
| 1Y | +475.1% | +36.4% | +438.7% | +518.7% |
| All | +475.1% | +37.8% | +437.3% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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