+27.5%
ADM vs MULL
+322.2%
-294.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.9% | +2.8% |
| 7D | +4.2% | +24.5% | -20.3% | +3.9% |
| 30D | -12.8% | -35.5% | +22.7% | -12.6% |
| 3M | -8.5% | -44.8% | +36.3% | -8.2% |
| 6M | -10.9% | -45.5% | +34.5% | -11.0% |
| YTD | +29.4% | +232.5% | -203.1% | +28.3% |
| 1Y | +27.5% | +343.3% | -315.7% | +27.3% |
| All | +27.5% | +322.2% | -294.6% | +27.3% |
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