+48.0%
ADI vs MULL
+2,040.8%
-1,992.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.3% | 0.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.8% |
| 30D | -6.0% | +22.0% | -28.0% | -8.6% |
| 3M | -7.7% | -8.6% | +0.9% | -9.8% |
| 6M | +14.0% | +248.5% | -234.5% | -5.6% |
| YTD | +34.4% | +516.3% | -481.9% | +3.9% |
| 1Y | +48.0% | +2,036.6% | -1,988.7% | +3.0% |
| All | +48.0% | +2,040.8% | -1,992.8% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling