+1,739.5%
MULL vs FTV
+14.7%
+1,724.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.4% | -4.0% | -4.5% | -7.1% |
| 30D | +9.7% | -11.0% | +20.7% | +14.0% |
| 3M | -26.8% | -8.4% | -18.4% | -23.4% |
| 6M | +220.7% | -2.6% | +223.3% | +231.5% |
| YTD | +509.0% | -0.6% | +509.7% | +522.5% |
| 1Y | +1,739.5% | +11.0% | +1,728.6% | +1,450.7% |
| All | +1,739.5% | +14.7% | +1,724.8% | +1,450.7% |
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