+2,802.6%
MULL vs FTV
+21.5%
+2,781.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.1% | +12.9% | +12.2% |
| 7D | +17.3% | -4.6% | +21.9% | +19.5% |
| 30D | +23.5% | -7.2% | +30.7% | +27.1% |
| 3M | -24.0% | -7.3% | -16.7% | -20.3% |
| 6M | +276.7% | -1.6% | +278.4% | +281.9% |
| YTD | +565.1% | +3.3% | +561.7% | +563.1% |
| 1Y | +2,802.6% | +20.2% | +2,782.4% | +1,954.6% |
| All | +2,802.6% | +21.5% | +2,781.1% | +1,954.6% |
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