+2,581.4%
MULL vs FTV
-1.7%
+2,583.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +7.1% |
| 7D | +14.8% | -1.3% | +16.1% | +16.5% |
| 30D | +36.6% | -9.5% | +46.1% | +56.5% |
| 3M | -8.9% | -10.9% | +2.0% | +5.9% |
| 6M | +311.9% | -0.6% | +312.6% | +305.6% |
| YTD | +579.8% | +1.4% | +578.4% | +460.5% |
| 1Y | +2,421.5% | +17.6% | +2,403.9% | +1,321.8% |
| All | +2,581.4% | -1.7% | +2,583.1% | +2,644.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling