+49.3%
AAPL vs MULL
+2,337.2%
-2,287.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +3.8% | -8.4% | +12.3% | +4.1% |
| 30D | +9.9% | +9.7% | +0.2% | +9.3% |
| 3M | +12.5% | -26.8% | +39.2% | +11.3% |
| 6M | +27.6% | +220.7% | -193.1% | +10.5% |
| YTD | +22.6% | +509.0% | -486.5% | -1.4% |
| 1Y | +45.0% | +1,739.5% | -1,694.5% | +0.9% |
| All | +49.3% | +2,337.2% | -2,287.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling